Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Multicap Fund Reg IDCW Payout |
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[Equity: Multi 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 Multicap Fund Reg (G) |
13.60% |
0.2926 |
11.1253% |
43.7077% |
0.0711 |
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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 Multicap Fund Reg (G) |
4.7115% |
0.8237 |
0.0534 |
7.3511% |
0.9545 |
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Up Capture v/s Down Capture |
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