Your Current Location : Fund Card : Risk Analysis |
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Kotak Nifty PSU Bank ETF |
[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Nifty PSU Bank ETF |
26.92% |
-0.2958 |
26.9822% |
52.3681% |
-0.0166 |
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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 Nifty PSU Bank ETF |
-11.9101% |
1.4887 |
-0.0840 |
35.5092% |
-0.4686 |
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Up Capture v/s Down Capture |
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