| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Nifty 50 Index Fund IDCW Direct |
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| [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 |
| LIC MF Nifty 50 Index Fund (G) Direct |
12.71% |
-0.0235 |
11.8881% |
47.4898% |
0.0397 |
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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 |
| LIC MF Nifty 50 Index Fund (G) Direct |
-0.0355% |
0.9923 |
-0.0038 |
1.4473% |
0.9270 |
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| Up Capture v/s Down Capture |
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