| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Low Duration Fund (M) IDCW Payout Direct |
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| [Debt: Low 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 Low Duration Fund (G) Direct |
0.70% |
0.4038 |
0.3418% |
11.2792% |
1.3991 |
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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 Low Duration Fund (G) Direct |
0.4584% |
0.0000 |
0.0105 |
1.0160% |
1.6109 |
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| Up Capture v/s Down Capture |
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