| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Global Emerging Market Overseas Equity Omni FOF (G) |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Global Emerging Market Overseas Equity Omni FOF (G) |
14.40% |
0.3227 |
12.6986% |
45.3911% |
0.0641 |
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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 Global Emerging Market Overseas Equity Omni FOF (G) |
5.4763% |
0.0000 |
-2.3595 |
21.4404% |
1.0148 |
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| Up Capture v/s Down Capture |
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