Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Franklin India Mid Cap Fund (G) |
 |
[Equity: Mid Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Mid Cap Fund (G) |
14.50% |
0.9653 |
12.8793% |
38.9189% |
0.1265 |
|
|
|
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 Mid Cap Fund (G) |
16.0075% |
0.0000 |
-2.0235 |
21.4790% |
1.7536 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|