Your Current Location : Fund Card : Risk Analysis |
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Nippon India ETF Nifty Dividend Opportunities 50 |
[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 ETF Nifty Dividend Opportunities 50 |
13.42% |
0.2571 |
12.3591% |
43.4371% |
0.0638 |
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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 Dividend Opportunities 50 |
4.6550% |
0.9286 |
0.0463 |
7.2327% |
0.9646 |
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Up Capture v/s Down Capture |
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