| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| NJ Balanced Advantage Fund Reg (G) |
 |
| [Hybrid: Balanced Advantage] |
|
| |
| |
| 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) |
8.47% |
0.6191 |
6.8588% |
35.6757% |
0.1288 |
|
|
| |
| 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 |
| NJ Balanced Advantage Fund Reg (G) |
5.4169% |
0.0000 |
-1.3256 |
15.3486% |
1.5249 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
