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MF_119960

Tata Equity Savings Fund- Direct Plan- Growth Option

Hybrid Scheme - Equity Savings

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End Amount
₹29,340.24
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
8.55%
MF_119960 Return
Benchmark CAGR
13.03%
Nifty 50
Inflation Adj. CAGR
3.51%
Real Annualized Return
Alpha
0.00
Excess Return vs Benchmark
Beta
0.29
Volatility vs Benchmark
Sharpe Ratio
0.47
Risk-Adjusted Return
Sortino Ratio
0.69
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% 21% 49%
60 days 39% 16% 30%
90 days 38% 14% 24%
180 days 34% 9% 16%
1Yr 32% 5% 11%
3Yr 4% 1% 5%
5Yr 3% 1% 6%
7Yr 0% 0% 5%
10Yr 0% 0% 5%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period Tata Equity Savings Fund- Direct Plan- Growth Option Nifty 50
30 days 5.6% | -25.1% | 8.2% | 47.1% 22.7% | -60.8% | 15.7% | 183.2%
60 days -1.1% | -18.5% | 8.8% | 36.9% -12.6% | -44.5% | 18.2% | 121.5%
90 days 0.9% | -12.5% | 8.7% | 32.3% -5.5% | -35.2% | 17.1% | 103.1%
1 Year 7.5% | -1.7% | 8.3% | 20.6% 12.8% | -15.3% | 12.9% | 56.5%
3 Years 10.6% | 3.5% | 9.0% | 11.8% 14.1% | 3.0% | 13.7% | 24.2%
5 Years 9.1% | 4.4% | 8.2% | 12.1% 13.1% | 4.1% | 14.0% | 21.7%
7 Years 9.6% | 6.2% | 8.2% | 9.8% 14.5% | 8.1% | 13.7% | 15.8%
10 Years 9.2% | 7.9% | 8.5% | 9.0% 15.1% | 11.3% | 13.5% | 15.0%
Periods of Negative Return (Drawdowns) 4 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
May 20, 2013 Dec. 19, 2013 213 days 6% Nifty 50: 13% 10512 9924 10519
Aug. 6, 2015 April 26, 2016 264 days 6% Nifty 50: 19% 12881 12114 12890
Aug. 31, 2018 March 9, 2019 190 days 6% Nifty 50: 14% 15697 14804 15723
Feb. 12, 2020 Aug. 18, 2020 188 days 14% Nifty 50: 37% 16996 14641 17027