Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Passive Strategy Fund IDCW |
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[Equity: Large & Mid Cap] |
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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 Passive Strategy Fund (G) |
12.15% |
0.2298 |
7.9210% |
45.6022% |
0.0802 |
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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 Passive Strategy Fund (G) |
2.6949% |
0.4295 |
0.0589 |
12.5795% |
0.3219 |
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Up Capture v/s Down Capture |
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