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JM ELSS Tax Saver Fund (G) Direct |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM ELSS Tax Saver Fund (G) Direct |
15.00% |
0.3595 |
12.8503% |
44.3691% |
0.0724 |
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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 ELSS Tax Saver Fund (G) Direct |
6.6285% |
0.9634 |
0.0651 |
7.6466% |
1.2626 |
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Up Capture v/s Down Capture |
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