| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India Value Fund (G) Direct |
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| [Equity: Value] |
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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 Value Fund (G) Direct |
15.37% |
0.7870 |
13.2553% |
40.1628% |
0.1071 |
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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 Value Fund (G) Direct |
9.1527% |
0.0004 |
0.1324 |
7.6580% |
1.6019 |
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| Up Capture v/s Down Capture |
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