Your Current Location : Fund Card : Risk Analysis |
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Tata Young Citizen Fund (Greater than 3Y upto 7Y) |
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[Solution: Children Equity] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Tata Young Citizen Fund Reg (G) |
12.35% |
0.8022 |
11.0452% |
40.8660% |
0.1177 |
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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 Young Citizen Fund Reg (G) |
13.2373% |
0.0000 |
0.0906 |
15.1466% |
1.1424 |
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Up Capture v/s Down Capture |
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