Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru MidCap Fund IDCW Payout |
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[Equity: 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 MidCap Fund (G) |
15.96% |
0.8126 |
14.5105% |
40.6757% |
0.1068 |
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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 MidCap Fund (G) |
14.6128% |
0.0000 |
-1.4721 |
23.1565% |
1.5608 |
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Up Capture v/s Down Capture |
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