Your Current Location : Fund Card : Risk Analysis |
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Tata India Pharma & HealthCare Fund Reg Plan IDCW Payout |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata India Pharma & HealthCare Fund Reg Plan (G) |
15.78% |
1.1118 |
10.5020% |
44.5946% |
0.1545 |
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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 |
Tata India Pharma & HealthCare Fund Reg Plan (G) |
17.3183% |
0.0000 |
19.9391 |
19.2749% |
1.9469 |
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Up Capture v/s Down Capture |
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