| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Thematic Advantage Fund (FOF) (G) |
| [Equity: Thematic] |
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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 Thematic Advantage Fund (FOF) (G) |
10.64% |
0.7217 |
4.3648% |
46.2788% |
0.1853 |
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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 Thematic Advantage Fund (FOF) (G) |
5.0862% |
0.2455 |
0.2036 |
13.5033% |
0.5453 |
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| Up Capture v/s Down Capture |
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