Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Tata Ethical Fund (G) Direct |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Ethical Fund (G) Direct |
13.13% |
0.0577 |
10.4161% |
44.5196% |
0.0504 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Tata Ethical Fund (G) Direct |
1.0867% |
0.7405 |
0.0108 |
7.9871% |
0.2427 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|