Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
JM Focused Fund IDCW Direct |
 |
[Equity: Focused] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
JM Focused Fund (G) Direct |
15.29% |
0.3559 |
16.2624% |
45.5902% |
0.0642 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
JM Focused Fund (G) Direct |
8.2836% |
1.1746 |
0.0669 |
11.3309% |
1.0446 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|