Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Franklin India Smaller Companies Fund IDCW |
 |
[Equity: Small Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Smaller Companies Fund (G) |
15.93% |
0.5448 |
12.0397% |
41.0569% |
0.0915 |
|
|
|
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 Smaller Companies Fund (G) |
8.9486% |
0.8024 |
0.1079 |
9.5874% |
1.3518 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|