| Your Current Location : Fund Card : Risk Analysis |
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| Tata Mid Cap Fund IDCW Payout 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 |
16.11% |
0.7870 |
13.7740% |
39.0773% |
0.1046 |
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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 |
9.9157% |
0.0004 |
0.1487 |
10.7944% |
1.1726 |
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| Up Capture v/s Down Capture |
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