Your Current Location : Fund Card : Risk Analysis |
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Kotak Global Emerging Market Fund (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 Fund (G) |
14.72% |
-0.0646 |
16.0581% |
43.5825% |
0.0277 |
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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 Fund (G) |
-1.2008% |
0.5640 |
-0.0249 |
20.9034% |
0.0247 |
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Up Capture v/s Down Capture |
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