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Kotak Nasdaq 100 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 Nasdaq 100 FOF (G) Direct |
17.46% |
0.7175 |
17.7397% |
43.7594% |
0.1094 |
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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 Nasdaq 100 FOF (G) Direct |
17.5699% |
0.0000 |
-2.0312 |
28.4899% |
1.5564 |
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Up Capture v/s Down Capture |
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