| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Motilal Oswal Nifty 200 Momentum 30 ETF |
| [Equity: Large Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Motilal Oswal Nifty 200 Momentum 30 ETF |
20.21% |
0.4295 |
17.1849% |
42.3957% |
0.0675 |
|
|
| |
| 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 |
| Motilal Oswal Nifty 200 Momentum 30 ETF |
3.6442% |
0.0005 |
0.0797 |
13.2039% |
0.5098 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|