Your Current Location : Fund Card : Risk Analysis |
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Axis Gold ETF |
[Gold: Gold Funds] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Axis Gold ETF |
11.50% |
1.0885 |
10.3782% |
46.2366% |
0.1525 |
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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 |
Axis Gold ETF |
14.8080% |
0.0000 |
-0.9635 |
20.2755% |
1.8118 |
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Up Capture v/s Down Capture |
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