Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Kotak Credit Risk Fund (Q) IDCW Payout Direct |
|
[Debt: Credit Risk] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Credit Risk Fund (G) Direct |
2.08% |
-0.0491 |
1.6314% |
31.4993% |
0.2786 |
|
|
|
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 Credit Risk Fund (G) Direct |
0.1555% |
0.0000 |
-0.0034 |
2.1289% |
0.5550 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|