Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Nippon India Income Fund (G) |
|
[Debt: Medium to Long Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Nippon India Income Fund (G) |
1.97% |
-0.3091 |
1.4028% |
41.9532% |
0.2934 |
|
|
|
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 |
Nippon India Income Fund (G) |
-0.9509% |
0.0000 |
0.0478 |
10.7306% |
0.1299 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|