Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Kotak World Gold Fund Std (G)(Ex : PineBridge) |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Kotak World Gold Fund Std (G)(Ex : PineBridge) |
22.18% |
-0.0920 |
31.4999% |
50.7801% |
0.0088 |
|
|
|
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 World Gold Fund Std (G)(Ex : PineBridge) |
-4.1281% |
-0.0504 |
0.8165 |
47.8838% |
-0.0666 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|