| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India CPSE ETF Retail Individual Investors- (G) |
| [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 CPSE ETF Retail Individual Investors- (G) |
21.29% |
1.1239 |
19.6740% |
43.3735% |
0.1215 |
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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 CPSE ETF Retail Individual Investors- (G) |
24.6988% |
0.0005 |
0.2518 |
19.9447% |
1.5547 |
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| Up Capture v/s Down Capture |
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