Your Current Location : Fund Card : Risk Analysis |
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Tata Medium Term Fund Reg (G) |
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[Debt: Medium Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Medium Term Fund Reg (G) |
2.28% |
-0.9949 |
1.4136% |
34.5646% |
0.2304 |
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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 Medium Term Fund Reg (G) |
-1.9113% |
0.0000 |
-1.2225 |
5.6062% |
0.2097 |
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Up Capture v/s Down Capture |
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