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JM Dynamic Bond Fund (M) IDCW Direct |
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[Debt: Dynamic Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Dynamic Bond Fund (G) Direct |
1.45% |
0.2315 |
0.9761% |
35.5372% |
0.5021 |
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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 Dynamic Bond Fund (G) Direct |
0.0640% |
0.0000 |
-0.0521 |
11.8389% |
0.5855 |
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Up Capture v/s Down Capture |
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