Your Current Location : Fund Card : Risk Analysis |
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HDFC NIFTY 100 ETF (G) |
[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 |
HDFC NIFTY 100 ETF (G) |
0.00% |
0.4777 |
11.1320% |
43.8430% |
0.0875 |
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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 |
HDFC NIFTY 100 ETF (G) |
6.3778% |
0.0000 |
-0.7326 |
19.9819% |
1.2605 |
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Up Capture v/s Down Capture |
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