| Your Current Location : Fund Card : Risk Analysis |
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| Navi ELSS Tax Saver Fund IDCW Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Navi ELSS Tax Saver Fund (G) Direct |
14.49% |
0.3532 |
11.3147% |
43.6314% |
0.0748 |
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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 |
| Navi ELSS Tax Saver Fund (G) Direct |
1.3136% |
0.0004 |
0.0598 |
6.9262% |
0.1917 |
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| Up Capture v/s Down Capture |
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