Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Nippon India Multi Cap Fund IDCW Payout |
 |
[Equity: Multi Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Multi Cap Fund (G) |
12.98% |
1.1000 |
11.9574% |
39.8649% |
0.1416 |
|
|
|
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 Multi Cap Fund (G) |
17.2203% |
0.0000 |
-2.6479 |
20.4243% |
1.9032 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|