| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Midcap50 ETF |
| [Equity: Mid Cap] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Midcap50 ETF |
19.03% |
0.8229 |
15.6927% |
41.8573% |
0.1059 |
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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 Midcap50 ETF |
11.9769% |
0.0005 |
0.1577 |
12.6445% |
1.2911 |
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| Up Capture v/s Down Capture |
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