Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Mirae Asset NYSE FANG+ E T F FoF (G) Direct |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Mirae Asset NYSE FANG+ E T F FoF (G) Direct |
25.44% |
1.4954 |
20.8596% |
42.2378% |
0.1648 |
|
|
|
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 |
Mirae Asset NYSE FANG+ E T F FoF (G) Direct |
44.7603% |
0.0000 |
-1.8647 |
34.8107% |
2.0805 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|