| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF BSE Sensex ETF (G) |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| LIC MF BSE Sensex ETF (G) |
13.58% |
0.1934 |
11.0370% |
46.9636% |
0.0613 |
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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 |
| LIC MF BSE Sensex ETF (G) |
-1.9974% |
0.0004 |
0.0303 |
1.6982% |
-1.5012 |
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| Up Capture v/s Down Capture |
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