| Your Current Location : Fund Card : Risk Analysis |
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| Kotak International REIT Overseas Equity Omni FOF (G) Direct |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Kotak International REIT Overseas Equity Omni FOF (G) Direct |
15.80% |
0.0411 |
14.1000% |
49.3109% |
0.0433 |
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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 International REIT Overseas Equity Omni FOF (G) Direct |
-0.9040% |
0.0002 |
0.0219 |
22.0323% |
-0.2311 |
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| Up Capture v/s Down Capture |
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