| Your Current Location : Fund Card : Risk Analysis |
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| Kotak S&P BSE Sensex ETF |
| [Equity: Index] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak S&P BSE Sensex ETF |
11.72% |
0.4413 |
10.4107% |
45.7604% |
0.0905 |
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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 S&P BSE Sensex ETF |
5.5630% |
0.0000 |
-0.6452 |
19.6421% |
1.2475 |
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| Up Capture v/s Down Capture |
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