Your Current Location : Fund Card : Risk Analysis |
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Tata Retirement Savings Fund Moderate (G) Direct |
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[Solution: Retirement Equity] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Retirement Savings Fund Moderate (G) Direct |
10.77% |
0.5152 |
9.7134% |
41.6779% |
0.0985 |
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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 Retirement Savings Fund Moderate (G) Direct |
7.0392% |
0.7068 |
0.0958 |
7.9412% |
1.2840 |
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Up Capture v/s Down Capture |
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