Your Current Location : Fund Card : Risk Analysis |
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Kotak Bond STP (HY) IDCW Direct |
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[Debt: Short Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Bond STP (G) Direct |
1.15% |
0.0236 |
0.7497% |
26.9601% |
0.6175 |
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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 Bond STP (G) Direct |
0.3616% |
0.0000 |
0.0007 |
1.2923% |
1.0394 |
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Up Capture v/s Down Capture |
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