| Your Current Location : Fund Card : Risk Analysis |
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| Nippon India Japan Equity Fund (G) |
| [Equity: Global] |
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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 Japan Equity Fund (G) |
13.52% |
0.5137 |
15.6658% |
48.8372% |
0.0860 |
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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 Japan Equity Fund (G) |
9.1782% |
0.0002 |
0.2277 |
22.2604% |
0.4411 |
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| Up Capture v/s Down Capture |
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