Your Current Location : Fund Card : Risk Analysis |
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Nippon India Credit Risk Fund (Q)IDCW Direct |
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[Debt: Credit Risk] |
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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 Credit Risk Fund (G) Direct |
1.04% |
1.7747 |
0.6990% |
14.0496% |
0.8568 |
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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 Credit Risk Fund (G) Direct |
1.5507% |
0.0000 |
0.0227 |
0.8627% |
2.5059 |
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Up Capture v/s Down Capture |
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