Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Franklin India Corporate Debt Fund Plan A IDCW (A) Direct |
 |
[Debt: Corporate Bond] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Corporate Debt Fund (G) |
0.97% |
0.1890 |
0.5681% |
20.5234% |
0.8328 |
|
|
|
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 Corporate Debt Fund (G) |
-0.0684% |
0.0000 |
0.0028 |
0.8571% |
-0.2801 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|