Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Multi Asset Fund IDCW Payout |
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[Hybrid: Multi-Asset] |
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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 Multi Asset Fund (G) |
7.09% |
1.5438 |
5.6504% |
39.8649% |
0.2429 |
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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 Multi Asset Fund (G) |
12.4985% |
0.0000 |
-2.7602 |
14.7315% |
2.2230 |
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Up Capture v/s Down Capture |
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