Your Current Location : Fund Card : Risk Analysis |
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Motilal Oswal BSE Enhanced Value ETF Reg (G) |
[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 |
Motilal Oswal BSE Enhanced Value ETF Reg (G) |
20.04% |
1.0917 |
19.0396% |
42.2865% |
0.1182 |
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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 |
Motilal Oswal BSE Enhanced Value ETF Reg (G) |
27.1364% |
0.0000 |
-4.1429 |
28.2594% |
1.7432 |
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Up Capture v/s Down Capture |
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