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 |
13.23% |
0.6468 |
12.3014% |
43.5135% |
0.0993 |
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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 |
10.1949% |
0.0000 |
-1.7461 |
20.7590% |
1.4387 |
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Up Capture v/s Down Capture |
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