Your Current Location : Fund Card : Risk Analysis |
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Franklin India Bluechip Fund (G) |
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[Equity: Large Cap] |
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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 Bluechip Fund (G) |
11.59% |
0.0342 |
11.1168% |
45.7995% |
0.0464 |
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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 Bluechip Fund (G) |
0.8526% |
0.8979 |
0.0058 |
4.1589% |
0.4232 |
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Up Capture v/s Down Capture |
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