| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Tata Hybrid Equity Fund (G) Direct |
 |
| [Hybrid: Aggressive] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Hybrid Equity Fund (G) Direct |
9.64% |
0.0088 |
9.2147% |
44.1137% |
0.0527 |
|
|
| |
| 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 Hybrid Equity Fund (G) Direct |
0.3780% |
0.6932 |
0.0016 |
6.8084% |
0.1737 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
