Your Current Location : Fund Card : Risk Analysis |
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Kotak Banking & PSU Debt Fund (A) IDCW Payout |
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[Debt: Banking and PSU] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak Banking & PSU Debt Fund (G) |
1.04% |
-0.4609 |
0.8966% |
31.7744% |
0.4635 |
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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 Banking & PSU Debt Fund (G) |
-0.2378% |
0.0000 |
-0.0127 |
1.3454% |
0.2137 |
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Up Capture v/s Down Capture |
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