Your Current Location : Fund Card : Risk Analysis |
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Tata Retirement Savings Fund Progresive (G) |
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[Solution: Retirement Equity] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Retirement Savings Fund Progresive (G) |
12.68% |
0.3850 |
12.9073% |
43.0311% |
0.0738 |
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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 Retirement Savings Fund Progresive (G) |
6.9423% |
0.9310 |
0.0708 |
8.0135% |
1.2621 |
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Up Capture v/s Down Capture |
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