Your Current Location : Fund Card : Risk Analysis |
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Nippon India Retirement Fund Income Generation Scheme IDCW Direct |
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[Solution: Retirement Debt] |
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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 Retirement Fund Income Generation Scheme (G) Direct |
4.64% |
0.5635 |
3.9106% |
41.0468% |
0.1772 |
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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 Retirement Fund Income Generation Scheme (G) Direct |
4.0056% |
0.0000 |
0.0320 |
5.4529% |
1.0502 |
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Up Capture v/s Down Capture |
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