Your Current Location : Fund Card : Risk Analysis |
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Tata Equity Savings Fund (Q) IDCW Payout Direct |
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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 (G) Direct |
3.97% |
-0.0979 |
3.1625% |
42.4695% |
0.1351 |
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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 (G) Direct |
-0.3601% |
0.2224 |
-0.0199 |
12.9278% |
0.0370 |
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Up Capture v/s Down Capture |
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