Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Kotak Bond (Q) IDCW Direct |
|
[Debt: Medium to Long Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Bond (G) Direct |
2.06% |
-0.0539 |
1.6027% |
39.4773% |
0.2802 |
|
|
|
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 Bond (G) Direct |
-0.0838% |
0.0000 |
0.0069 |
10.9980% |
-0.0488 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|