Your Current Location : Fund Card : Risk Analysis |
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Franklin Asian Equity Fund (G) |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin Asian Equity Fund (G) |
17.74% |
0.0930 |
13.1955% |
48.5135% |
0.0432 |
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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 |
Franklin Asian Equity Fund (G) |
0.5682% |
0.0000 |
-0.1513 |
23.0998% |
0.7543 |
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Up Capture v/s Down Capture |
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