Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF PSU Bank BeES |
[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 ETF PSU Bank BeES |
26.13% |
0.8386 |
23.6320% |
46.6398% |
0.0971 |
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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 ETF PSU Bank BeES |
26.9970% |
0.0000 |
-3.0913 |
35.5851% |
1.4146 |
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Up Capture v/s Down Capture |
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