Your Current Location : Fund Card : Risk Analysis |
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Nippon India ELSS Tax Saver Fund (A) IDCW |
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[Equity: ELSS] |
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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 ELSS Tax Saver Fund (G) |
13.94% |
0.0036 |
14.9705% |
43.4371% |
0.0312 |
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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 ELSS Tax Saver Fund (G) |
0.4931% |
1.0821 |
0.0007 |
9.1995% |
0.0924 |
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Up Capture v/s Down Capture |
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