Your Current Location : Fund Card : Risk Analysis |
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Kotak Equity Opportunities Fund IDCW Direct |
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[Equity: Large & 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 Equity Opportunities Fund (G) Direct |
12.79% |
0.3376 |
12.3173% |
43.1664% |
0.0711 |
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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 Opportunities Fund (G) Direct |
5.9479% |
0.9504 |
0.0588 |
5.9031% |
1.4658 |
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Up Capture v/s Down Capture |
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