Your Current Location : Fund Card : Risk Analysis |
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Nippon India Hybrid Bond Fund (G) |
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[Hybrid: Conservative] |
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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 Hybrid Bond Fund (G) |
2.21% |
0.9393 |
1.4160% |
34.5730% |
0.4476 |
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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 Hybrid Bond Fund (G) |
2.0712% |
0.0000 |
0.0236 |
2.3940% |
1.2218 |
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Up Capture v/s Down Capture |
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