| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Tata Business Cycle Fund IDCW Payout Direct |
| [Equity: Thematic] |
|
| |
| |
| 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 |
13.46% |
0.9548 |
12.3321% |
40.1351% |
0.1268 |
|
|
| |
| 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 Business Cycle Fund (G) Direct |
15.0199% |
0.0000 |
-1.7872 |
20.8875% |
1.7427 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
