Your Current Location : Fund Card : Risk Analysis |
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JM Aggressive Hybrid Fund (Q) IDCW |
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[Hybrid: Aggressive] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Aggressive Hybrid Fund (G) |
11.54% |
-0.1461 |
8.5448% |
46.9003% |
0.0402 |
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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 |
JM Aggressive Hybrid Fund (G) |
-1.4393% |
0.7157 |
-0.0239 |
4.7904% |
-0.3101 |
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Up Capture v/s Down Capture |
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