Your Current Location : Fund Card : Risk Analysis |
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Kotak Debt Hybrid (G) Direct |
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[Hybrid: Conservative] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Debt Hybrid (G) Direct |
4.35% |
1.3095 |
3.1545% |
39.8900% |
0.2870 |
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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 Debt Hybrid (G) Direct |
6.7350% |
0.0000 |
0.0798 |
4.6340% |
2.0818 |
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Up Capture v/s Down Capture |
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