Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Axis NIFTY India Consumption ETF |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Axis NIFTY India Consumption ETF |
14.53% |
0.6726 |
10.0755% |
45.7105% |
0.1169 |
|
|
|
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 |
Axis NIFTY India Consumption ETF |
9.7087% |
0.0000 |
-3.3077 |
19.0462% |
1.5211 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|