Your Current Location : Fund Card : Risk Analysis |
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Kotak Global Emerging Market Fund IDCW Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Global Emerging Market Fund (G) Direct |
14.73% |
-0.0150 |
15.8238% |
43.3004% |
0.0334 |
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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 Global Emerging Market Fund (G) Direct |
-0.1195% |
0.5630 |
-0.0057 |
20.6047% |
0.1019 |
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Up Capture v/s Down Capture |
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