| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Banking and Financial Services Fund Reg IDCW Payout |
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| [Equity: Sectoral] |
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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 Banking and Financial Services Fund Reg (G) |
12.57% |
0.4551 |
14.9600% |
44.2490% |
0.0774 |
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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 Banking and Financial Services Fund Reg (G) |
9.8503% |
1.1207 |
0.0841 |
9.9859% |
1.4060 |
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| Up Capture v/s Down Capture |
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