Your Current Location : Fund Card : Risk Analysis |
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Kotak Low Duration Fund (M) IDCW Payout Direct |
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[Debt: Low Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Low Duration Fund (G) Direct |
0.68% |
-0.0560 |
0.3425% |
12.6547% |
1.3356 |
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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 Low Duration Fund (G) Direct |
0.1882% |
0.0000 |
-0.0012 |
0.8712% |
1.2485 |
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Up Capture v/s Down Capture |
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