Your Current Location : Fund Card : Risk Analysis |
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Kotak India EQ Contra Fund IDCW Direct |
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[Equity: Contra] |
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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) Direct |
13.75% |
0.2949 |
11.9206% |
45.4668% |
0.0690 |
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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 India EQ Contra Fund (G) Direct |
5.1905% |
0.9611 |
0.0502 |
4.7823% |
1.5945 |
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Up Capture v/s Down Capture |
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