Your Current Location : Fund Card : Risk Analysis |
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Franklin India ST Income Plan (M) IDCW Direct |
[Debt: Short Duration] |
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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 ST Income Plan (G) Direct |
110.77% |
0.6310 |
0.8436% |
6.0241% |
3.9465 |
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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 ST Income Plan (G) Direct |
54.6074% |
0.0000 |
0.5864 |
72.6360% |
0.9784 |
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Up Capture v/s Down Capture |
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