| Your Current Location : Fund Card : Risk Analysis |
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| Edelweiss Nifty 50 Index Fund IDCW Direct |
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| [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 |
| Edelweiss Nifty 50 Index Fund (G) Direct |
12.08% |
0.4814 |
10.4857% |
45.0742% |
0.0943 |
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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 |
| Edelweiss Nifty 50 Index Fund (G) Direct |
6.1906% |
0.0000 |
-0.7224 |
19.6295% |
1.2944 |
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| Up Capture v/s Down Capture |
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