Your Current Location : Fund Card : Risk Analysis |
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JM Aggressive Hybrid Fund IDCW Direct |
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[Hybrid: Aggressive] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Aggressive Hybrid Fund (G) Direct |
11.59% |
-0.0855 |
8.5069% |
46.9003% |
0.0466 |
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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 Aggressive Hybrid Fund (G) Direct |
-0.7305% |
0.7152 |
-0.0140 |
4.8100% |
-0.1009 |
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Up Capture v/s Down Capture |
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