| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Nifty Bank ETF |
| [Equity: Sectoral] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak Nifty Bank ETF |
16.01% |
-0.3420 |
162.9048% |
46.5587% |
-0.0324 |
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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 Nifty Bank ETF |
-63.0724% |
0.0007 |
-0.3353 |
160.8516% |
-0.7187 |
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| Up Capture v/s Down Capture |
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