Your Current Location : Fund Card : Risk Analysis |
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JM Large Cap Fund (HY) IDCW Direct |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Large Cap Fund (G) Direct |
13.47% |
-0.0860 |
10.6005% |
47.2335% |
0.0365 |
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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 Large Cap Fund (G) Direct |
-0.9130% |
0.8709 |
-0.0142 |
3.5024% |
-0.1899 |
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Up Capture v/s Down Capture |
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