Your Current Location : Fund Card : Risk Analysis |
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Kotak Gold Fund IDCW |
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[Gold: Gold Funds] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Gold Fund (G) |
10.73% |
-0.5115 |
12.4479% |
54.5076% |
-0.0174 |
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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 Gold Fund (G) |
-9.3042% |
0.0000 |
-0.3725 |
17.1205% |
-0.9652 |
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Up Capture v/s Down Capture |
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