| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Nippon India ELSS Tax Saver Fund (G) Direct |
 |
| [Equity: ELSS] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Nippon India ELSS Tax Saver Fund (G) Direct |
14.45% |
0.6092 |
12.5358% |
41.2483% |
0.0939 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Nippon India ELSS Tax Saver Fund (G) Direct |
5.6148% |
0.0004 |
0.1002 |
6.4868% |
1.1758 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|