Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Franklin India Opportunities Fund (G) |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Opportunities Fund (G) |
15.90% |
0.0645 |
12.0561% |
44.9864% |
0.0465 |
|
|
|
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 Opportunities Fund (G) |
1.3882% |
0.9282 |
0.0112 |
5.8285% |
0.4466 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|