Your Current Location : Fund Card : Risk Analysis |
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Nippon India Large Cap Fund (B) Direct |
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[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 Large Cap Fund (G) Direct |
12.34% |
0.1799 |
13.0813% |
44.9864% |
0.0532 |
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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 Large Cap Fund (G) Direct |
3.5563% |
1.0219 |
0.0311 |
5.9125% |
0.8808 |
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Up Capture v/s Down Capture |
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