Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
ICICI Pru BSE Sensex ETF |
[Equity: Index] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru BSE Sensex ETF |
11.73% |
0.4591 |
10.4029% |
45.6258% |
0.0923 |
|
|
|
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 |
ICICI Pru BSE Sensex ETF |
5.8318% |
0.0000 |
-0.6721 |
19.6417% |
1.2655 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|