Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Kotak India EQ Contra Fund IDCW |
 |
[Equity: Contra] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak India EQ Contra Fund (G) |
13.94% |
0.1838 |
11.9821% |
45.8728% |
0.0579 |
|
|
|
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 India EQ Contra Fund (G) |
3.3752% |
0.9609 |
0.0313 |
4.7856% |
1.0816 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|