Your Current Location : Fund Card : Risk Analysis |
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Tata Equity Savings Fund Reg (G) |
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[Hybrid: Equity Savings] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Equity Savings Fund Reg (G) |
4.09% |
-0.3381 |
3.1970% |
44.7761% |
0.1087 |
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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 Equity Savings Fund Reg (G) |
-1.4425% |
0.2225 |
-0.0686 |
12.9258% |
-0.0811 |
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Up Capture v/s Down Capture |
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