| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Kotak Multi Asset Allocator FOF Dynamic Reg IDCW |
 |
| [Hybrid: Multi-Asset] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Multi Asset Allocator FOF Dynamic Reg (G) |
8.42% |
0.4787 |
3.6813% |
40.5954% |
0.1766 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Kotak Multi Asset Allocator FOF Dynamic Reg (G) |
2.8119% |
0.2764 |
0.0980 |
12.2524% |
0.3540 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
