| Your Current Location : Fund Card : Risk Analysis |
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| Tata Gilt Securities Fund IDCW Payout |
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| [Debt: Gilt Fund] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Gilt Securities Fund (G) |
1.98% |
0.4472 |
1.5784% |
37.5516% |
0.3423 |
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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 Gilt Securities Fund (G) |
0.4102% |
0.0000 |
-0.1197 |
13.2099% |
0.9684 |
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| Up Capture v/s Down Capture |
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