| Your Current Location : Fund Card : Risk Analysis |
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| Tata Focused Fund IDCW Payout Direct |
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| [Equity: Focused] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Focused Fund (G) Direct |
14.10% |
0.4471 |
12.6268% |
43.2836% |
0.0789 |
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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 Focused Fund (G) Direct |
2.9616% |
0.0004 |
0.0745 |
6.9622% |
0.6012 |
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| Up Capture v/s Down Capture |
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