Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Taurus Infrastructure IDCW Payout Direct |
|
[Equity: Sectoral] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Taurus Infrastructure (G) Direct |
15.29% |
0.2409 |
14.9225% |
42.0839% |
0.0559 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Taurus Infrastructure (G) Direct |
5.1092% |
1.0469 |
0.0451 |
9.7157% |
0.8089 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|