| Your Current Location : Fund Card : Risk Analysis |
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| TATA BSE Sensex Index Fund Regular Plan |
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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 BSE Sensex Index Fund Regular Plan |
13.57% |
0.1572 |
10.9748% |
47.0907% |
0.0581 |
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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 BSE Sensex Index Fund Regular Plan |
-2.5652% |
0.0004 |
0.0246 |
1.7094% |
-1.9550 |
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| Up Capture v/s Down Capture |
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