Your Current Location : Fund Card : Risk Analysis |
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Taurus ELSS Tax Saver Fund (G) Direct |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Taurus ELSS Tax Saver Fund (G) Direct |
12.13% |
0.2913 |
13.5049% |
42.0839% |
0.0634 |
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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 ELSS Tax Saver Fund (G) Direct |
5.5777% |
1.0258 |
0.0507 |
6.3198% |
1.3088 |
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Up Capture v/s Down Capture |
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