Your Current Location : Fund Card : Risk Analysis |
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JM Value Fund IDCW |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Value Fund (G) |
15.64% |
0.3189 |
14.6935% |
44.9118% |
0.0640 |
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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 |
JM Value Fund (G) |
6.7317% |
1.0851 |
0.0584 |
9.1340% |
1.0789 |
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Up Capture v/s Down Capture |
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