Your Current Location : Fund Card : Risk Analysis |
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Kotak Floating Rate Fund (M) IDCW Direct |
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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) Direct |
1.15% |
0.0060 |
0.7821% |
22.2834% |
0.5922 |
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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) Direct |
0.3388% |
0.0000 |
0.0002 |
1.1790% |
1.0148 |
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Up Capture v/s Down Capture |
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