| Your Current Location : Fund Card : Risk Analysis |
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| Navi Nifty Midcap 150 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 Midcap 150 Index Fund Reg (G) |
15.71% |
0.8295 |
14.5296% |
39.4595% |
0.1086 |
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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 Midcap 150 Index Fund Reg (G) |
15.2576% |
0.0000 |
-2.2924 |
22.8762% |
1.6037 |
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| Up Capture v/s Down Capture |
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