Your Current Location : Fund Card : Risk Analysis |
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Kotak Midcap Fund (G)Direct |
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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 Midcap Fund (G)Direct |
15.11% |
1.0106 |
12.8127% |
39.5946% |
0.1303 |
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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 Midcap Fund (G)Direct |
16.9004% |
0.0000 |
-2.8898 |
21.2295% |
1.8101 |
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Up Capture v/s Down Capture |
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