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MF_119863

Tata Treasury Advantage Fund - Direct Plan - Growth Option

Income/Debt Oriented Schemes - Ultra Short to Short Term Fund

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End Amount
₹25,440.64
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
6.98%
MF_119863 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
2.03%
Real Annualized Return
Alpha
0.01
Excess Return vs Benchmark
Beta
0.01
Volatility vs Benchmark
Sharpe Ratio
0.48
Risk-Adjusted Return
Sortino Ratio
0.54
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols (disabled by default for faster backtests).
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 43% 31% 60%
60 days 40% 25% 38%
90 days 39% 22% 31%
180 days 39% 15% 22%
1Yr 35% 8% 15%
3Yr 10% 2% 7%
5Yr 6% 2% 8%
7Yr 1% 1% 7%
10Yr 0% 0% 7%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period Tata Treasury Advantage Fund - Direct Plan - Growth Option Nifty 50
30 days 2.1% | 1.2% | 7.5% | 13.8% 26.6% | -61.9% | 14.2% | 180.7%
60 days 4.0% | 1.3% | 7.5% | 11.8% -23.0% | -45.3% | 16.7% | 120.0%
90 days 4.4% | 2.0% | 7.6% | 11.3% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 5.9% | 2.3% | 7.5% | 9.6% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 7.2% | 4.4% | 6.3% | 9.2% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 6.5% | 5.1% | 6.2% | 8.6% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 6.3% | 5.7% | 6.0% | 7.6% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 6.2% | 6.2% | 6.6% | 6.9% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 1 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
June 3, 2019 Feb. 21, 2020 263 days 5% Nifty 50: 11% 16885 16017 16893