Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Nippon India Retirement Fund Income Generation Scheme (G) Direct |
 |
[Solution: Retirement Debt] |
|
|
|
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 |
4.33% |
0.9516 |
3.3334% |
40.6593% |
0.2476 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
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 |
3.3941% |
0.0000 |
-0.3391 |
14.1883% |
1.5791 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|