Your Current Location : Fund Card : Risk Analysis |
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Kotak Gold ETF |
[Gold: Gold Funds] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Gold ETF |
12.05% |
-0.3808 |
14.7448% |
50.9040% |
-0.0100 |
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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 |
Kotak Gold ETF |
-7.1488% |
0.0000 |
0.3025 |
20.6803% |
-0.7404 |
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Up Capture v/s Down Capture |
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