| Your Current Location : Fund Card : Risk Analysis |
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| Tata Retirement Savings Fund Conservative (G) Direct |
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| [Solution: Retirement Debt] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Tata Retirement Savings Fund Conservative (G) Direct |
4.38% |
0.7608 |
3.5932% |
37.4486% |
0.2093 |
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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 Retirement Savings Fund Conservative (G) Direct |
3.2951% |
0.0000 |
-0.6777 |
13.3190% |
1.5765 |
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| Up Capture v/s Down Capture |
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