| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Gilt Investment P F and Trust IDCW |
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| [Debt: Gilt Fund] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Gilt Investment P F and Trust (G) |
3.60% |
0.3897 |
2.0601% |
39.6978% |
0.2682 |
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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 Gilt Investment P F and Trust (G) |
0.1541% |
0.0000 |
-0.1181 |
13.1810% |
1.3044 |
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| Up Capture v/s Down Capture |
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