| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India ETF Nifty IT |
| [Equity: Index] |
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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 ETF Nifty IT |
22.43% |
-0.0992 |
17.4563% |
50.2019% |
0.0170 |
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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 ETF Nifty IT |
-6.8679% |
0.0004 |
-0.0282 |
20.8518% |
-0.4677 |
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| Up Capture v/s Down Capture |
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