| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India ETF Shariah BeES |
| [Equity: Large Cap] |
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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 Shariah BeES |
16.18% |
-0.0111 |
10.8681% |
49.2598% |
0.0419 |
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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 Shariah BeES |
-4.1726% |
0.0003 |
-0.0022 |
10.3221% |
-0.6525 |
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| Up Capture v/s Down Capture |
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