Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF Gold BeES |
[Gold: Gold Funds] |
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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 Gold BeES |
11.96% |
-0.3736 |
14.0720% |
51.4247% |
-0.0074 |
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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 Gold BeES |
-5.9503% |
-0.0906 |
0.8110 |
28.1909% |
-1.0896 |
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Up Capture v/s Down Capture |
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