Your Current Location : Fund Card : Risk Analysis |
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Axis Nifty Smallcap 50 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 |
Axis Nifty Smallcap 50 Index Fund Reg (G) |
19.92% |
0.7904 |
17.5532% |
41.1844% |
0.0985 |
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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 |
Axis Nifty Smallcap 50 Index Fund Reg (G) |
17.8025% |
0.0000 |
-3.1600 |
26.2836% |
1.5043 |
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Up Capture v/s Down Capture |
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