Your Current Location : Fund Card : Risk Analysis |
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Kotak Bond (G) Direct |
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[Debt: Medium to Long 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 Bond (G) Direct |
2.06% |
0.0472 |
1.5721% |
39.1484% |
0.2997 |
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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 Bond (G) Direct |
-0.1791% |
0.0000 |
-0.0063 |
11.0058% |
0.2307 |
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Up Capture v/s Down Capture |
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