Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF Infra BeES |
[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 ETF Infra BeES |
15.13% |
-0.2503 |
15.5338% |
47.6255% |
0.0056 |
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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 Infra BeES |
-4.8180% |
1.0840 |
-0.0483 |
11.2013% |
-0.5762 |
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Up Capture v/s Down Capture |
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