Your Current Location : Fund Card : Risk Analysis |
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NJ Balanced Advantage Fund Reg (G) |
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[Hybrid: Balanced Advantage] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
NJ Balanced Advantage Fund Reg (G) |
8.52% |
0.6191 |
6.8588% |
35.6757% |
0.1288 |
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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 |
NJ Balanced Advantage Fund Reg (G) |
5.4169% |
0.0000 |
-1.3256 |
15.3486% |
1.5249 |
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Up Capture v/s Down Capture |
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