Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Taurus Flexi Cap Fund (G) Direct |
|
[Equity: Flexi Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Taurus Flexi Cap Fund (G) Direct |
15.57% |
-0.0216 |
13.5358% |
43.4371% |
0.0336 |
|
|
|
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 Flexi Cap Fund (G) Direct |
0.0015% |
1.0257 |
-0.0037 |
6.0548% |
0.0976 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|