Your Current Location : Fund Card : Risk Analysis |
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Kotak Money Market Fund Reg (D) IDCW |
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[Debt: Money Market] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Money Market Fund Reg (G) |
0.46% |
2.2596 |
0.1204% |
2.7510% |
4.4078 |
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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 Money Market Fund Reg (G) |
0.8360% |
0.0000 |
0.0294 |
0.6098% |
1.4257 |
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Up Capture v/s Down Capture |
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