Your Current Location : Fund Card : Risk Analysis |
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Nippon India Multi Cap Fund (B) Direct |
[Equity: Multi Cap] |
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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 Multi Cap Fund (G) Direct |
12.96% |
0.0255 |
13.1195% |
44.0379% |
0.0387 |
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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 Multi Cap Fund (G) Direct |
0.8051% |
0.9583 |
0.0047 |
7.9626% |
0.1997 |
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Up Capture v/s Down Capture |
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