| Your Current Location : Fund Card : Risk Analysis |
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| Tata Resources & Energy Fund Reg Plan IDCW Payout |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Resources & Energy Fund Reg Plan (G) |
16.03% |
0.4898 |
16.3749% |
42.0624% |
0.0727 |
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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 Resources & Energy Fund Reg Plan (G) |
5.3625% |
0.0005 |
0.0929 |
12.9410% |
0.6105 |
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| Up Capture v/s Down Capture |
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