Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Kotak Bond STP (HY) IDCW Payout |
|
[Debt: Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Bond STP (G) |
1.15% |
-0.7071 |
0.7651% |
29.8487% |
0.5224 |
|
|
|
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 Bond STP (G) |
-0.4930% |
0.0000 |
-0.0223 |
1.2933% |
0.1047 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|