| Your Current Location : Fund Card : Risk Analysis |
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| Tata Large Cap Fund Reg (G) |
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| [Equity: Large Cap] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Large Cap Fund Reg (G) |
12.53% |
0.5400 |
11.2255% |
43.1081% |
0.0944 |
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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 Large Cap Fund Reg (G) |
7.4044% |
0.0000 |
-0.9343 |
19.8784% |
1.3469 |
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| Up Capture v/s Down Capture |
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