TATA PMS - RETIREMENT FUND

Debt

Tata Asset Management Private Limited

1 Month

-1.14%

6 Months

+2.82%

1 Year

+3.03%

3 Years

+6.95%

5 Years

+6.48%

Since Inception

+6.61%

AUM

₹3.5K Cr

Risk & Performance (vs NIFTY 500)

Volatility

2.79%

Sharpe Ratio

0.19

Sortino Ratio

0.18

Max Drawdown

-1.95%

Beta

0.13

Alpha

-0.21%

Information Ratio

-0.44

Tracking Error

13.18%

Calmar Ratio

3.86

Up Capture

28.4%

Down Capture

2.5%

Win Rate

83.3%

Best Month

+2.24%

Worst Month

-1.95%