Your Current Location : Fund Card : Risk Analysis |
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Nippon India Equity Savings Fund IDCW Direct |
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[Hybrid: Equity Savings] |
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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 Equity Savings Fund (G) Direct |
4.07% |
0.3067 |
4.6031% |
43.1849% |
0.1304 |
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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 Equity Savings Fund (G) Direct |
2.0658% |
0.0000 |
-4.2708 |
7.1608% |
0.2888 |
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Up Capture v/s Down Capture |
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