Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Technology Fund IDCW Payout |
[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 Technology Fund (G) |
16.56% |
0.3374 |
13.2507% |
46.0811% |
0.0703 |
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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 Technology Fund (G) |
4.8844% |
0.0000 |
-0.4037 |
23.5641% |
1.0326 |
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Up Capture v/s Down Capture |
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