Your Current Location : Fund Card : Risk Analysis |
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JM Flexi Cap Fund (G) Direct |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Flexi Cap Fund (G) Direct |
14.65% |
0.3032 |
13.5509% |
46.4043% |
0.0649 |
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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 Flexi Cap Fund (G) Direct |
5.9618% |
1.0204 |
0.0548 |
7.9396% |
1.0964 |
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Up Capture v/s Down Capture |
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