• 1 Year Returns: 0.78%

• G-Sec | 97.40%
• Miscellaneous | 1.62%
• Others | 0.98%

• 7.8% Tamil Nadu State Govt - 2041 - Tamil Nadu | 15.04%
• GS CG 06/11/2037 - (STRIPS) | 13.93%
• GS CG 15/04/2044 - (STRIPS) | 11.46%
• GS CG 25/05/2038 - (STRIPS) | 10.00%
• GS CG 25/11/2038 - (STRIPS) | 9.62%

• Government Securities | 97.40%
• Cash & Equivalents | 1.86%
• N/A | 0.74%

The alpha ratio for the Kotak Long Duration Fund-Reg(IDCW) is -0.12

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the Kotak Long Duration Fund-Reg(IDCW) is 5.27

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the Kotak Long Duration Fund-Reg(IDCW) is -0.59

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the Kotak Long Duration Fund-Reg(IDCW) is -0.06

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.