Your Current Location : Fund Card : Risk Analysis |
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Tata Ethical Fund Reg IDCW Payout |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Ethical Fund Reg (G) |
13.40% |
-0.0105 |
10.4479% |
44.6549% |
0.0436 |
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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 Ethical Fund Reg (G) |
0.1437% |
0.7404 |
-0.0020 |
7.9857% |
0.0780 |
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Up Capture v/s Down Capture |
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