Your Current Location : Fund Card : Risk Analysis |
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Taurus Mid Cap Fund (G) |
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[Equity: Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Taurus Mid Cap Fund (G) |
16.83% |
0.3350 |
15.5288% |
41.3514% |
0.0622 |
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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 |
Taurus Mid Cap Fund (G) |
7.1377% |
1.0265 |
0.0659 |
11.3411% |
0.9159 |
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Up Capture v/s Down Capture |
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