Your Current Location : Fund Card : Risk Analysis |
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Nippon India Power & Infra Fund (B) Direct |
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[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Power & Infra Fund (G) Direct |
15.14% |
0.3697 |
16.3322% |
40.9214% |
0.0633 |
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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 |
Nippon India Power & Infra Fund (G) Direct |
8.2042% |
1.0386 |
0.0754 |
12.7210% |
0.9155 |
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Up Capture v/s Down Capture |
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