| Your Current Location : Fund Card : Risk Analysis |
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| Kotak Nifty 100 Low Vol 30 ETF |
| [Equity: Large Cap] |
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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 100 Low Vol 30 ETF |
14.13% |
0.5596 |
9.3118% |
44.8043% |
0.1053 |
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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 100 Low Vol 30 ETF |
3.8902% |
0.0003 |
0.0949 |
6.7242% |
0.5892 |
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| Up Capture v/s Down Capture |
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