Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Kotak Global Emerging Market Fund IDCW Payout Direct |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Global Emerging Market Fund (G) Direct |
14.35% |
0.3534 |
12.6809% |
45.5307% |
0.0673 |
|
|
|
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 Global Emerging Market Fund (G) Direct |
6.0209% |
0.0000 |
-2.5839 |
21.4410% |
1.0497 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|