| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Franklin India Income Plus Arbitrage Active FoF (G) |
| [Hybrid: Multi-Asset] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Franklin India Income Plus Arbitrage Active FoF (G) |
4.84% |
1.2018 |
4.1152% |
38.3242% |
0.2472 |
|
|
| |
| 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 Income Plus Arbitrage Active FoF (G) |
7.5257% |
0.0000 |
0.0668 |
6.3227% |
1.6628 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
