Your Current Location : Fund Card : Risk Analysis |
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Nippon India Equity Hybrid Fund (Q) (D Direct |
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[Hybrid: Aggressive] |
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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 Equity Hybrid Fund (G) Direct |
9.24% |
1.0221 |
8.6597% |
42.3545% |
0.1539 |
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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 Equity Hybrid Fund (G) Direct |
13.7989% |
0.0000 |
0.0894 |
12.3534% |
1.4517 |
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Up Capture v/s Down Capture |
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