Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Kotak Infra & Eco Reform Std IDCW Payout |
 |
[Equity: Sectoral] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Infra & Eco Reform Std (G) |
18.23% |
0.9172 |
14.4017% |
39.1892% |
0.1158 |
|
|
|
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 Infra & Eco Reform Std (G) |
16.8308% |
0.0000 |
-3.1995 |
22.5338% |
1.7039 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|