| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Tata Gilt Securities Fund IDCW Payout |
 |
| [Debt: Gilt Fund] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Gilt Securities Fund (G) |
2.39% |
0.7506 |
1.5787% |
36.8132% |
0.3825 |
|
|
| |
| 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 Gilt Securities Fund (G) |
1.1088% |
0.0000 |
-0.2106 |
13.3419% |
1.2304 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
