Your Current Location : Fund Card : Risk Analysis |
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Tata Infrastructure Fund IDCW |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Infrastructure Fund (G) |
16.40% |
0.0996 |
13.1340% |
44.1137% |
0.0470 |
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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 Infrastructure Fund (G) |
2.0854% |
0.9195 |
0.0188 |
8.8946% |
0.4174 |
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Up Capture v/s Down Capture |
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