Your Current Location : Fund Card : Risk Analysis |
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Kotak Emerging Equity (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 Emerging Equity (G)Direct |
13.36% |
0.6022 |
12.2769% |
41.6779% |
0.0964 |
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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)Direct |
10.0885% |
0.8291 |
0.1179 |
9.4314% |
1.5394 |
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Up Capture v/s Down Capture |
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