Your Current Location : Fund Card : Risk Analysis |
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Kotak Credit Risk Fund (M) IDCW |
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[Debt: Credit Risk] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Credit Risk Fund (G) |
2.01% |
-0.7333 |
1.6295% |
33.4250% |
0.2164 |
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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 Credit Risk Fund (G) |
-1.1657% |
0.0000 |
-0.0411 |
2.0292% |
-0.4512 |
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Up Capture v/s Down Capture |
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