| Your Current Location : Fund Card : Risk Analysis |
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| Navi Nifty Bank Index Fund Reg (G) |
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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 |
| Navi Nifty Bank Index Fund Reg (G) |
13.08% |
0.4008 |
13.0517% |
47.0270% |
0.0768 |
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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 |
| Navi Nifty Bank Index Fund Reg (G) |
6.5660% |
0.0000 |
-0.9302 |
22.2343% |
1.1546 |
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| Up Capture v/s Down Capture |
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