Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Tata Young Citizen Fund Reg (G) |
|
[Solution: Children Equity] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Young Citizen Fund Reg (G) |
12.35% |
0.7353 |
11.4853% |
40.6757% |
0.1128 |
|
|
|
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 Young Citizen Fund Reg (G) |
11.5104% |
0.0000 |
-1.6288 |
16.2786% |
1.0712 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|