Your Current Location : Fund Card : Risk Analysis |
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Nippon India Banking & Financial Services Fund IDCW |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Banking & Financial Services Fund (G) |
14.24% |
0.3014 |
15.0322% |
46.8200% |
0.0634 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Nippon India Banking & Financial Services Fund (G) |
6.7470% |
1.1417 |
0.0553 |
9.9054% |
1.0228 |
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Up Capture v/s Down Capture |
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