Your Current Location : Fund Card : Risk Analysis |
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Nippon India Power & Infra Fund IDCW |
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[Equity: Thematic] |
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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 Power & Infra Fund (G) |
17.25% |
0.3314 |
16.3452% |
41.0014% |
0.0599 |
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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 Power & Infra Fund (G) |
7.4062% |
1.0386 |
0.0675 |
12.7138% |
0.8352 |
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Up Capture v/s Down Capture |
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