Your Current Location : Fund Card : Risk Analysis |
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Invesco India Nifty ETF |
[Equity: Index] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India Nifty ETF |
12.72% |
0.0531 |
11.9068% |
47.0907% |
0.0456 |
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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 |
Invesco India Nifty ETF |
1.2514% |
0.9981 |
0.0086 |
0.8421% |
2.7262 |
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Up Capture v/s Down Capture |
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