| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Income plus Arbitrage Omni FOF (G) |
| [Hybrid: Fof Domestic Income Plus Arbitrage] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| ICICI Pru Income plus Arbitrage Omni FOF (G) |
3.02% |
1.5964 |
1.7306% |
30.8966% |
0.4651 |
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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 |
| ICICI Pru Income plus Arbitrage Omni FOF (G) |
4.6454% |
0.0000 |
1.2374 |
3.7779% |
1.6417 |
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| Up Capture v/s Down Capture |
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