Your Current Location : Fund Card : Risk Analysis |
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JM Value Fund (G) Direct |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Value Fund (G) Direct |
14.96% |
0.4031 |
14.6351% |
44.2334% |
0.0721 |
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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 Value Fund (G) Direct |
8.4028% |
1.0851 |
0.0738 |
9.1343% |
1.3185 |
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Up Capture v/s Down Capture |
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