Your Current Location : Fund Card : Risk Analysis |
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Sundaram Long Term Tax Advantage Fund Sr I Reg (G) |
[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 |
Sundaram Long Term Tax Advantage Fund Sr I Reg (G) |
12.56% |
0.0962 |
14.7214% |
43.0894% |
0.0444 |
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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 |
Sundaram Long Term Tax Advantage Fund Sr I Reg (G) |
2.2795% |
1.0828 |
0.0173 |
8.4281% |
0.5192 |
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Up Capture v/s Down Capture |
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