Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Kotak Medium Term Fund (A) IDCW Payout |
 |
[Debt: Medium Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Medium Term Fund (G) |
1.43% |
1.0566 |
0.8552% |
32.6923% |
0.6840 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Kotak Medium Term Fund (G) |
1.2366% |
0.0000 |
-0.3995 |
12.2370% |
1.4557 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|