Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Nippon India ELSS Tax Saver Fund (G) Direct |
 |
[Equity: ELSS] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India ELSS Tax Saver Fund (G) Direct |
13.95% |
0.0492 |
14.9512% |
43.3604% |
0.0356 |
|
|
|
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 |
Nippon India ELSS Tax Saver Fund (G) Direct |
1.3804% |
1.0822 |
0.0090 |
9.2028% |
0.2265 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|