| Your Current Location : Fund Card : Risk Analysis |
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| ITI Large Cap Fund Reg IDCW |
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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 |
| ITI Large Cap Fund Reg (G) |
15.79% |
0.2971 |
13.5903% |
42.3545% |
0.0623 |
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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 |
| ITI Large Cap Fund Reg (G) |
-0.1678% |
0.0005 |
0.0490 |
6.2719% |
0.1067 |
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| Up Capture v/s Down Capture |
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