Your Current Location : Fund Card : Risk Analysis |
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JM Medium to Long Duration Fund Reg (G) |
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[Debt: Medium to Long Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Medium to Long Duration Fund Reg (G) |
2.27% |
-0.7622 |
1.9540% |
44.3526% |
0.1521 |
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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 Medium to Long Duration Fund Reg (G) |
-2.1095% |
0.0000 |
0.0900 |
11.4825% |
-0.3008 |
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Up Capture v/s Down Capture |
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