Your Current Location : Fund Card : Risk Analysis |
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Quantum Nifty ETF (G) |
[Equity: Index] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Quantum Nifty ETF (G) |
12.72% |
-0.1117 |
13.0866% |
47.3613% |
0.0259 |
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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 |
Quantum Nifty ETF (G) |
-1.5391% |
1.0017 |
-0.0191 |
5.3293% |
-0.3039 |
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Up Capture v/s Down Capture |
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