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Mirae Asset NYSE FANG+ ETF Reg (G) |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Mirae Asset NYSE FANG+ ETF Reg (G) |
25.05% |
1.0294 |
24.3183% |
44.6927% |
0.1181 |
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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 |
Mirae Asset NYSE FANG+ ETF Reg (G) |
39.0697% |
0.0000 |
2.1499 |
37.4364% |
1.6465 |
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Up Capture v/s Down Capture |
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