Your Current Location : Fund Card : Risk Analysis |
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Nippon India CPSE ETF Retail Individual Investors- (G) |
[Equity: Large Cap] |
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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 CPSE ETF Retail Individual Investors- (G) |
19.13% |
-0.0589 |
15.7515% |
45.6839% |
0.0233 |
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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 CPSE ETF Retail Individual Investors- (G) |
-0.8729% |
0.9579 |
-0.0131 |
14.5982% |
-0.0623 |
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Up Capture v/s Down Capture |
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