| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Floating Rate Fund (G) Direct |
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| [Debt: Floater] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Floating Rate Fund (G) Direct |
0.82% |
2.4271 |
0.2924% |
14.4828% |
2.0590 |
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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 Floating Rate Fund (G) Direct |
1.8487% |
0.0000 |
0.2262 |
3.1801% |
0.6067 |
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| Up Capture v/s Down Capture |
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