Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Nippon India Equity Savings Fund (B) Direct |
|
[Hybrid: Equity Savings] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Equity Savings Fund (G) Direct |
4.07% |
0.3067 |
4.6031% |
43.1849% |
0.1304 |
|
|
|
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 Equity Savings Fund (G) Direct |
2.0658% |
0.0000 |
-4.2708 |
7.1608% |
0.2888 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|