| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Franklin India Feeder Franklin US Opp IDCW Payout |
| [Equity: Global] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Franklin India Feeder Franklin US Opp (G) |
20.62% |
0.1435 |
13.8629% |
45.9834% |
0.0462 |
|
|
| |
| 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 |
| Franklin India Feeder Franklin US Opp (G) |
2.7577% |
0.2001 |
0.1345 |
22.6233% |
0.1943 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
