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Nippon India Value Fund (G) |
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[Equity: Value] |
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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 Value Fund (G) |
14.05% |
0.2103 |
14.4848% |
42.4899% |
0.0528 |
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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 Value Fund (G) |
4.3325% |
1.0115 |
0.0390 |
8.9646% |
0.7264 |
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Up Capture v/s Down Capture |
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