| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Mirae Asset Nifty India Manufacturing ETF |
| [Equity: Thematic] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Mirae Asset Nifty India Manufacturing ETF |
17.17% |
0.9064 |
13.6463% |
41.9919% |
0.1183 |
|
|
| |
| 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 Nifty India Manufacturing ETF |
11.8380% |
0.0004 |
0.1655 |
9.8483% |
1.5656 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|