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Motilal Oswal NASDAQ 100 ETF (G) |
[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 |
Motilal Oswal NASDAQ 100 ETF (G) |
17.87% |
0.5025 |
13.5149% |
46.0705% |
0.0802 |
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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 |
Motilal Oswal NASDAQ 100 ETF (G) |
9.6816% |
0.3397 |
0.2816 |
21.1261% |
0.5967 |
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Up Capture v/s Down Capture |
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