| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India Nivesh Lakshya Long Duration Fund (H) IDCW |
| [Debt: Long Duration] |
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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 Nivesh Lakshya Long Duration Fund (G) |
3.65% |
0.7249 |
2.8838% |
39.4231% |
0.2431 |
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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 Nivesh Lakshya Long Duration Fund (G) |
1.4394% |
0.0000 |
-0.1883 |
14.1830% |
1.4125 |
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| Up Capture v/s Down Capture |
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