Your Current Location : Fund Card : Risk Analysis |
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Franklin India Feeder Franklin US Opp (G) Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Feeder Franklin US Opp (G) Direct |
19.64% |
0.1978 |
13.8262% |
45.8449% |
0.0517 |
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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 |
Franklin India Feeder Franklin US Opp (G) Direct |
3.7754% |
0.2002 |
0.1854 |
22.6209% |
0.2568 |
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Up Capture v/s Down Capture |
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