| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Taurus Infrastructure (G) |
 |
| [Equity: Sectoral] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Taurus Infrastructure (G) |
16.27% |
0.6114 |
16.3136% |
40.2703% |
0.0859 |
|
|
| |
| 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) |
12.0569% |
0.0000 |
-1.4517 |
24.6641% |
1.3502 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
