Your Current Location : Fund Card : Risk Analysis |
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Franklin India Flexi Cap Fund IDCW Payout Direct |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin India Flexi Cap Fund (G) Direct |
13.24% |
0.2154 |
10.9850% |
43.2249% |
0.0650 |
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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 |
Franklin India Flexi Cap Fund (G) Direct |
3.5235% |
0.8689 |
0.0369 |
5.0200% |
1.1039 |
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Up Capture v/s Down Capture |
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