Your Current Location : Fund Card : Risk Analysis |
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Kotak Emerging Equity IDCW Payout |
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[Equity: Mid 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 Emerging Equity (G) |
14.54% |
0.5006 |
12.3285% |
41.8133% |
0.0869 |
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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 Emerging Equity (G) |
8.4409% |
0.8291 |
0.0980 |
9.4348% |
1.3135 |
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Up Capture v/s Down Capture |
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