| Your Current Location : Fund Card : Risk Analysis |
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| Tata Nifty Midcap 150 Momentum 50 Index Fund Reg IDCW |
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| [Equity: Index] |
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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 Midcap 150 Momentum 50 Index Fund Reg (G) |
19.34% |
0.5944 |
17.3035% |
41.9267% |
0.0809 |
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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 Midcap 150 Momentum 50 Index Fund Reg (G) |
8.3593% |
0.0005 |
0.1170 |
14.8131% |
0.8025 |
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| Up Capture v/s Down Capture |
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