• 1 Year Returns: -1.64%

• G-Sec | 79.22%
• Miscellaneous | 18.63%
• Others | 2.16%

• GS CG 06/11/2037 - (STRIPS) | 18.81%
• Triparty Repo | 18.63%
• 7.24% Central Government - 2055 | 15.54%
• GS CG 25/05/2038 - (STRIPS) | 13.49%
• GS CG 25/11/2038 - (STRIPS) | 12.99%

• Government Securities | 79.22%
• Cash & Equivalents | 19.74%
• N/A | 1.04%

The alpha ratio for the Kotak Long Term Fund-Reg(IDCW) is -0.08

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 Term Fund-Reg(IDCW) is 4.98

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 Term Fund-Reg(IDCW) is -1.18

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 Term Fund-Reg(IDCW) is -0.12

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.