Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Franklin India Pension Plan (G) Direct |
[Solution: Retirement Debt] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Pension Plan (G) Direct |
5.65% |
0.6751 |
4.5621% |
39.4309% |
0.1706 |
|
|
|
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 Pension Plan (G) Direct |
3.7645% |
0.0000 |
0.0285 |
6.3066% |
0.9056 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|