Your Current Location : Fund Card : Risk Analysis |
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Nippon India Growth Fund IDCW |
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[Equity: Mid Cap] |
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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 Growth Fund (G) |
15.41% |
0.2194 |
14.4722% |
42.6252% |
0.0536 |
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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 Growth Fund (G) |
4.5370% |
1.0057 |
0.0413 |
9.4719% |
0.7119 |
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Up Capture v/s Down Capture |
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