| Your Current Location : Fund Card : Risk Analysis |
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| Tata Business Cycle Fund (G) Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Business Cycle Fund (G) Direct |
14.69% |
0.5791 |
12.7684% |
40.8412% |
0.0900 |
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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 Business Cycle Fund (G) Direct |
5.2677% |
0.0004 |
0.0981 |
7.4807% |
0.9503 |
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| Up Capture v/s Down Capture |
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