Your Current Location : Fund Card : Risk Analysis |
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Nippon India Growth Fund IDCW Direct |
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[Equity: Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Growth Fund (G) Direct |
14.66% |
0.2657 |
14.4538% |
42.5474% |
0.0579 |
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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 |
Nippon India Growth Fund (G) Direct |
5.4006% |
1.0058 |
0.0500 |
9.4774% |
0.8326 |
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Up Capture v/s Down Capture |
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