| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Gilt Investment P F and Trust (G) Direct |
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| [Debt: Gilt Fund] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Gilt Investment P F and Trust (G) Direct |
3.07% |
0.7479 |
2.0296% |
38.8736% |
0.3129 |
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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 Gilt Investment P F and Trust (G) Direct |
1.2802% |
0.0000 |
-0.2273 |
13.1822% |
1.4239 |
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| Up Capture v/s Down Capture |
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