| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Franklin U.S. Opportunities Equity Active FoF IDCW Direct |
| [Equity: Global] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Franklin U.S. Opportunities Equity Active FoF (G) Direct |
18.08% |
0.5263 |
17.8980% |
44.9516% |
0.0790 |
|
|
| |
| 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 U.S. Opportunities Equity Active FoF (G) Direct |
14.9593% |
0.0000 |
1.1547 |
28.0172% |
1.2025 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
