Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Nippon India Retirement Fund Wealth Creation Scheme (G) |
|
[Solution: Retirement Equity] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Retirement Fund Wealth Creation Scheme (G) |
13.41% |
0.1787 |
13.0080% |
44.3843% |
0.0533 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Nippon India Retirement Fund Wealth Creation Scheme (G) |
3.5004% |
1.0072 |
0.0309 |
5.8463% |
0.8813 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|