Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF Hang Seng BeES |
[Equity: Global] |
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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 Hang Seng BeES |
26.84% |
0.1811 |
14.7577% |
47.1879% |
0.0507 |
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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 Hang Seng BeES |
3.9596% |
0.5777 |
0.0649 |
19.6461% |
0.3099 |
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Up Capture v/s Down Capture |
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