Your Current Location : Fund Card : Risk Analysis |
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Franklin India Income Oppt Fund (G) Direct |
[Debt: Medium Duration] |
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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 Income Oppt Fund (G) Direct |
7.43% |
4.0105 |
0.6579% |
21.2766% |
1.6894 |
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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 Income Oppt Fund (G) Direct |
8.4310% |
0.0000 |
3.5225 |
7.6644% |
2.0645 |
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Up Capture v/s Down Capture |
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