Your Current Location : Fund Card : Risk Analysis |
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Taurus Large Cap Fund IDCW Payout Direct |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Taurus Large Cap Fund (G) Direct |
16.35% |
-0.1264 |
12.9483% |
45.0609% |
0.0251 |
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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 |
Taurus Large Cap Fund (G) Direct |
-1.7731% |
0.9916 |
-0.0217 |
5.2699% |
-0.3570 |
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Up Capture v/s Down Capture |
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