Your Current Location : Fund Card : Risk Analysis |
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Sundaram Long Term Tax Advantage Fund Sr III IDCW Direct |
[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Long Term Tax Advantage Fund Sr III (G) Direct |
15.65% |
0.8596 |
13.3233% |
39.0541% |
0.1141 |
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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 |
Sundaram Long Term Tax Advantage Fund Sr III (G) Direct |
14.5719% |
0.0000 |
-2.2302 |
21.6320% |
1.6448 |
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Up Capture v/s Down Capture |
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