Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Tata Floating Rate Fund Reg IDCW |
 |
[Debt: Floater] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Floating Rate Fund Reg (G) |
0.58% |
1.1302 |
0.4049% |
14.5805% |
1.2894 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Tata Floating Rate Fund Reg (G) |
0.6819% |
0.0000 |
0.0184 |
0.7832% |
0.9049 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|