| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Gold E T F FOF Reg (G) |
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| [Commodity: Gold] |
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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 Gold E T F FOF Reg (G) |
18.21% |
1.0998 |
18.2672% |
44.7043% |
0.1257 |
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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 Gold E T F FOF Reg (G) |
7.8954% |
0.0001 |
0.4113 |
21.6206% |
-0.0823 |
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| Up Capture v/s Down Capture |
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