Your Current Location : Fund Card : Risk Analysis |
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Franklin India Pension Plan IDCW |
[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) |
5.29% |
0.4999 |
4.4570% |
41.2162% |
0.1543 |
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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) |
3.1459% |
0.0000 |
5.0125 |
7.3651% |
0.7915 |
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Up Capture v/s Down Capture |
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