Your Current Location : Fund Card : Risk Analysis |
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Tata Mid Cap Fund IDCW Direct |
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[Equity: Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Mid Cap Fund (G) Direct |
14.59% |
0.8967 |
13.4883% |
38.5135% |
0.1164 |
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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 Mid Cap Fund (G) Direct |
15.3662% |
0.0000 |
-2.4488 |
21.7084% |
1.6828 |
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Up Capture v/s Down Capture |
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