| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Nippon India Medium To Long Duration Fund (HY) IDCW Payout Direct |
 |
| [Debt: Medium to Long Duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Nippon India Medium To Long Duration Fund (G) Direct |
2.16% |
1.0865 |
1.4093% |
37.3626% |
0.4653 |
|
|
| |
| 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 Medium To Long Duration Fund (G) Direct |
1.6889% |
0.0000 |
-0.2880 |
12.9082% |
1.4848 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
