| Your Current Location : Fund Card : Risk Analysis |
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| KOTAK NIFTY ALPHA 50 ETF |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| KOTAK NIFTY ALPHA 50 ETF |
21.60% |
0.5623 |
19.4480% |
40.5914% |
0.0772 |
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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 NIFTY ALPHA 50 ETF |
13.4348% |
0.0000 |
-1.4871 |
28.6015% |
1.2296 |
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| Up Capture v/s Down Capture |
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