Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF Nifty Dividend Opportunities 50 |
[Equity: Thematic] |
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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 ETF Nifty Dividend Opportunities 50 |
14.88% |
0.7336 |
12.2105% |
44.3548% |
0.1088 |
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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 ETF Nifty Dividend Opportunities 50 |
11.7090% |
0.0000 |
-1.4270 |
21.2766% |
1.4985 |
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Up Capture v/s Down Capture |
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