Your Current Location : Fund Card : Risk Analysis |
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Kotak US Equity Fund Std (G)(Ex : PineBridge) |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak US Equity Fund Std (G)(Ex : PineBridge) |
11.98% |
0.1869 |
12.4444% |
48.4375% |
0.0572 |
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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 US Equity Fund Std (G)(Ex : PineBridge) |
3.3206% |
0.1636 |
0.1993 |
22.0716% |
0.2318 |
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Up Capture v/s Down Capture |
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