Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Nippon India Equity Hybrid Fund (Q) IDCW |
|
[Hybrid: Aggressive] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Equity Hybrid Fund (G) |
9.58% |
0.8659 |
9.4638% |
41.8699% |
0.1306 |
|
|
|
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 Equity Hybrid Fund (G) |
12.3506% |
0.0000 |
0.1030 |
13.0741% |
1.2404 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|