Your Current Location : Fund Card : Risk Analysis |
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LIC MF Nifty 8-13 yr G-Sec ETF (G) |
[Debt: Gilt Fund] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC MF Nifty 8-13 yr G-Sec ETF (G) |
2.92% |
-0.2934 |
2.7876% |
45.3297% |
0.1349 |
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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 |
LIC MF Nifty 8-13 yr G-Sec ETF (G) |
-1.7392% |
0.0000 |
0.0340 |
12.6359% |
0.0571 |
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Up Capture v/s Down Capture |
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