Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
JM Flexi Cap Fund (G) |
 |
[Equity: Flexi Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Flexi Cap Fund (G) |
14.93% |
0.8825 |
13.4113% |
41.3514% |
0.1163 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
JM Flexi Cap Fund (G) |
15.2016% |
0.0000 |
-2.5647 |
21.7333% |
1.6715 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|