Your Current Location : Fund Card : Risk Analysis |
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Kotak Floating Rate Fund (W) IDCW |
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[Debt: Floater] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Floating Rate Fund (G) |
1.15% |
-0.2170 |
0.8620% |
24.0385% |
0.5108 |
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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 Floating Rate Fund (G) |
-0.2369% |
0.0000 |
-0.0818 |
3.9700% |
0.2469 |
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Up Capture v/s Down Capture |
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