| Your Current Location : Fund Card : Risk Analysis |
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| Kotak International REIT Overseas Equity Omni FOF (G) Direct |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak International REIT Overseas Equity Omni FOF (G) Direct |
16.11% |
0.1392 |
14.1848% |
48.9329% |
0.0489 |
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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 International REIT Overseas Equity Omni FOF (G) Direct |
0.8606% |
0.0002 |
0.0716 |
22.1179% |
-0.1912 |
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| Up Capture v/s Down Capture |
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