Your Current Location : Fund Card : Risk Analysis |
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Kotak Bluechip Fund IDCW Payout |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Bluechip Fund (G) |
12.42% |
0.0614 |
11.7570% |
46.8200% |
0.0467 |
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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 Bluechip Fund (G) |
1.3493% |
0.9521 |
0.0103 |
3.7819% |
0.6350 |
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Up Capture v/s Down Capture |
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