Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF Shariah BeES |
[Equity: Large Cap] |
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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 Shariah BeES |
15.46% |
-0.0428 |
10.7066% |
48.9247% |
0.0376 |
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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 Shariah BeES |
-2.0105% |
0.0000 |
0.0509 |
20.2225% |
0.7017 |
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Up Capture v/s Down Capture |
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