| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Aditya Birla SL Nifty 50 ETF |
| [Equity: Index] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Aditya Birla SL Nifty 50 ETF |
12.73% |
0.0640 |
11.6257% |
46.5494% |
0.0477 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Aditya Birla SL Nifty 50 ETF |
1.3973% |
0.9757 |
0.0104 |
0.9906% |
2.5228 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
