Your Current Location : Fund Card : Risk Analysis |
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JM Liquid Fund (B) Bonus Units Direct |
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[Debt: Liquid] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Liquid Fund (G)Direct |
0.16% |
9.7315 |
0.0002% |
0.0931% |
1909.6333 |
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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 Liquid Fund (G)Direct |
1.0066% |
0.0000 |
-43.7155 |
9.6904% |
1.1785 |
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Up Capture v/s Down Capture |
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