| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Taurus Flexi Cap Fund IDCW |
 |
| [Equity: Flexi Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Taurus Flexi Cap Fund (G) |
13.70% |
0.4593 |
13.0297% |
42.4324% |
0.0806 |
|
|
| |
| 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 |
| Taurus Flexi Cap Fund (G) |
6.9946% |
0.0000 |
-0.8468 |
21.4371% |
1.2402 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
