Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Nippon India Money Market Fund (Q) IDCW |
|
[Debt: Money Market] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Money Market Fund (G) |
0.48% |
0.6058 |
0.1086% |
3.5813% |
4.4017 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Nippon India Money Market Fund (G) |
0.3754% |
0.0000 |
0.0159 |
1.0103% |
1.6037 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|