| Your Current Location : Fund Card : Risk Analysis |
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| Tata ELSS Tax Saver Fund IDCW Direct |
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| [Equity: ELSS] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata ELSS Tax Saver Fund (G) Direct |
13.56% |
0.4084 |
13.0587% |
44.1137% |
0.0751 |
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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 ELSS Tax Saver Fund (G) Direct |
7.3775% |
0.9393 |
0.0747 |
7.9075% |
1.3460 |
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| Up Capture v/s Down Capture |
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