Your Current Location : Fund Card : Risk Analysis |
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Franklin India Pension Plan IDCW Direct |
[Solution: Retirement Debt] |
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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 Pension Plan (G) Direct |
5.30% |
0.6345 |
4.4273% |
40.2703% |
0.1689 |
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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 Pension Plan (G) Direct |
3.9910% |
0.0000 |
5.9066 |
7.3637% |
0.9470 |
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Up Capture v/s Down Capture |
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