Your Current Location : Fund Card : Risk Analysis |
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NAVI Aggressive Hybrid Fund (M) IDCW |
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[Hybrid: Aggressive] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
NAVI Aggressive Hybrid Fund (G) |
9.31% |
0.6328 |
8.8730% |
42.9730% |
0.1143 |
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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 Aggressive Hybrid Fund (G) |
7.6580% |
0.0000 |
-0.7285 |
12.9794% |
0.9299 |
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Up Capture v/s Down Capture |
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