| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India ETF Nifty 100 |
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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 ETF Nifty 100 |
12.60% |
0.0713 |
12.0634% |
45.1962% |
0.0468 |
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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 ETF Nifty 100 |
1.5478% |
0.9944 |
0.0117 |
1.8827% |
1.4331 |
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| Up Capture v/s Down Capture |
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