Your Current Location : Fund Card : Risk Analysis |
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TATA BSE Sensex Index Fund Regular Plan |
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[Equity: Index] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
TATA BSE Sensex Index Fund Regular Plan |
12.36% |
-0.0235 |
11.7201% |
47.3613% |
0.0386 |
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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 |
TATA BSE Sensex Index Fund Regular Plan |
0.0039% |
0.9757 |
-0.0039 |
2.1275% |
0.2575 |
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Up Capture v/s Down Capture |
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