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 |
27.53% |
0.2402 |
21.9298% |
52.1127% |
0.0465 |
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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 |
7.4374% |
0.0000 |
-8.2481 |
33.4760% |
0.7858 |
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Up Capture v/s Down Capture |
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