Your Current Location : Fund Card : Risk Analysis |
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Nippon India Flexi Cap Fund Reg IDCW |
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[Equity: Flexi Cap] |
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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 Flexi Cap Fund Reg (G) |
12.97% |
0.5782 |
12.0198% |
41.4865% |
0.0947 |
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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 Flexi Cap Fund Reg (G) |
8.4496% |
0.0000 |
-1.0551 |
20.4888% |
1.3806 |
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Up Capture v/s Down Capture |
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