| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Infrastructure 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 Infrastructure Fund Reg (G) |
14.82% |
1.3233 |
13.3436% |
38.9189% |
0.1543 |
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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 Infrastructure Fund Reg (G) |
22.8068% |
0.0000 |
-2.4499 |
21.9873% |
2.0862 |
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| Up Capture v/s Down Capture |
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