| Your Current Location : Fund Card : Risk Analysis |
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| Quantum Nifty 50 E T F FoF (G) Direct |
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| [Equity: Large Cap] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quantum Nifty 50 E T F FoF (G) Direct |
13.21% |
0.3065 |
9.8827% |
44.3691% |
0.0773 |
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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 |
| Quantum Nifty 50 E T F FoF (G) Direct |
0.4852% |
0.0004 |
0.0510 |
6.2105% |
-0.0430 |
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| Up Capture v/s Down Capture |
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