| 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 |
11.30% |
0.7638 |
10.1700% |
40.2703% |
0.1190 |
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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 |
9.7990% |
0.0000 |
-1.5426 |
18.4644% |
1.6056 |
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| Up Capture v/s Down Capture |
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