Your Current Location : Fund Card : Risk Analysis |
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Kotak Equity Hybrid IDCW Payout |
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[Hybrid: Aggressive] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Equity Hybrid (G) |
9.29% |
0.1764 |
8.8017% |
44.7903% |
0.0708 |
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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 Equity Hybrid (G) |
2.4002% |
0.6941 |
0.0307 |
6.5646% |
0.5820 |
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Up Capture v/s Down Capture |
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