| Your Current Location : Fund Card : Risk Analysis |
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| Tata Nifty India Digital E T F FoF IDCW 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 Nifty India Digital E T F FoF (G) Direct |
16.21% |
0.5404 |
13.8459% |
47.0270% |
0.0898 |
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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 Nifty India Digital E T F FoF (G) Direct |
9.5462% |
0.0000 |
-0.8573 |
23.8919% |
1.2673 |
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| Up Capture v/s Down Capture |
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