| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India Index Fund Nifty 50 Plan (HY) IDCW Direct |
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| [Equity: Index] |
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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 Index Fund Nifty 50 Plan (G) Direct |
13.32% |
0.2843 |
10.8992% |
44.9118% |
0.0704 |
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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 Index Fund Nifty 50 Plan (G) Direct |
-0.2084% |
0.0004 |
0.0432 |
0.3104% |
-0.6223 |
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| Up Capture v/s Down Capture |
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