| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Nifty 8-13 yr G-Sec ETF (G) |
| [Debt: Gilt Fund] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| LIC MF Nifty 8-13 yr G-Sec ETF (G) |
2.78% |
0.4125 |
2.5832% |
42.3659% |
0.2184 |
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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 |
| LIC MF Nifty 8-13 yr G-Sec ETF (G) |
0.1645% |
0.0000 |
-0.0851 |
14.4595% |
0.9164 |
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| Up Capture v/s Down Capture |
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