| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| DSP Nifty Midcap 150 Quality 50 ETF |
| [Equity: Index] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP Nifty Midcap 150 Quality 50 ETF |
14.82% |
0.4779 |
12.1868% |
42.1477% |
0.0862 |
|
|
| |
| 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 |
| DSP Nifty Midcap 150 Quality 50 ETF |
7.0409% |
0.0000 |
-0.8880 |
20.8492% |
1.2743 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
