Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Franklin India Focused Equity Fund (G) Direct |
 |
[Equity: Focused] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Focused Equity Fund (G) Direct |
13.27% |
0.1799 |
12.4904% |
45.3930% |
0.0565 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Franklin India Focused Equity Fund (G) Direct |
3.4745% |
0.9475 |
0.0330 |
8.0001% |
0.6733 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|