Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Kotak Floating Rate Fund (G) Direct |
|
[Debt: Floater] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Floating Rate Fund (G) Direct |
1.15% |
0.1292 |
0.8551% |
23.0769% |
0.5521 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Kotak Floating Rate Fund (G) Direct |
0.1907% |
0.0000 |
0.0485 |
3.9702% |
0.4001 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|