Your Current Location : Fund Card : Risk Analysis |
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Taurus Ethical Fund IDCW Payout Direct |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Taurus Ethical Fund (G) Direct |
0.00% |
-0.0429 |
11.6762% |
43.9783% |
0.0361 |
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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 Ethical Fund (G) Direct |
-0.3540% |
0.8138 |
-0.0081 |
8.3334% |
-0.0033 |
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Up Capture v/s Down Capture |
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