Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Kotak Liquid Fund (D) IDCW Direct |
|
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Liquid Fund (G) Direct |
0.49% |
-2.3316 |
0.0238% |
0.6993% |
13.1066 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Kotak Liquid Fund (G) Direct |
-0.3845% |
0.0000 |
-0.1277 |
0.8158% |
0.4915 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|