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Nippon India ETF Nifty CPSE Bond Plus SDL Sep2024 50:50 Reg (G) |
[Debt: Medium Duration] |
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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 CPSE Bond Plus SDL Sep2024 50:50 Reg (G) |
1.44% |
-0.4144 |
0.8796% |
21.6735% |
0.4782 |
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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 CPSE Bond Plus SDL Sep2024 50:50 Reg (G) |
-0.4982% |
0.0000 |
-0.1532 |
3.9750% |
0.1547 |
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Up Capture v/s Down Capture |
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