| Your Current Location : Fund Card : Risk Analysis |
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| Tata Equity Savings Fund Reg (M) IDCW Payout |
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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) |
3.67% |
0.8136 |
3.1830% |
40.8108% |
0.2302 |
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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) |
3.3397% |
0.0000 |
-0.8914 |
12.9065% |
1.5907 |
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| Up Capture v/s Down Capture |
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