Your Current Location : Fund Card : Risk Analysis |
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Kotak Dynamic Bond Fund Reg (Q) IDCW |
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[Debt: Dynamic Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Dynamic Bond Fund Reg (G) |
1.94% |
-0.4802 |
1.4118% |
38.3769% |
0.2714 |
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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 Dynamic Bond Fund Reg (G) |
-1.0043% |
0.0000 |
0.0726 |
10.5803% |
-0.1698 |
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Up Capture v/s Down Capture |
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