Your Current Location : Fund Card : Risk Analysis |
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Nippon India Nivesh Lakshya Fund (HY) IDCW Direct |
[Debt: Long Duration] |
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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 Nivesh Lakshya Fund (G) Direct |
4.32% |
-0.1442 |
3.6334% |
44.2149% |
0.1110 |
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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 Nivesh Lakshya Fund (G) Direct |
0.2607% |
0.0000 |
-0.0058 |
5.0643% |
0.0079 |
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Up Capture v/s Down Capture |
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