Your Current Location : Fund Card : Risk Analysis |
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Kotak Nifty 50 ETF |
[Equity: Index] |
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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 50 ETF |
12.18% |
-0.2983 |
177.3769% |
46.3415% |
-0.0309 |
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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 50 ETF |
-56.3362% |
1.4486 |
-0.3932 |
189.3712% |
-0.5952 |
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Up Capture v/s Down Capture |
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