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 |
10.76% |
-0.3771 |
14.0605% |
51.5604% |
-0.0077 |
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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 |
-6.0172% |
-0.0905 |
0.8191 |
28.1836% |
-1.0934 |
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Up Capture v/s Down Capture |
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