Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Regular Gold Savings Reg (G) |
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[Gold: Gold Funds] |
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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 Regular Gold Savings Reg (G) |
11.67% |
-0.4265 |
13.7398% |
50.4132% |
-0.0125 |
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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 Regular Gold Savings Reg (G) |
-6.3889% |
-0.1220 |
0.6780 |
28.4548% |
-1.1402 |
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Up Capture v/s Down Capture |
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