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 |
15.36% |
0.7975 |
12.8974% |
42.3957% |
0.1127 |
|
|
|
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 |
13.3029% |
0.0000 |
-1.8710 |
21.5637% |
1.5898 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|