| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru US Bluechip Equity Fund Reg IDCW |
| [Equity: Global] |
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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 US Bluechip Equity Fund Reg (G) |
18.39% |
0.2106 |
11.7931% |
47.7654% |
0.0608 |
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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 US Bluechip Equity Fund Reg (G) |
3.6034% |
0.2213 |
0.1591 |
20.6147% |
0.2596 |
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| Up Capture v/s Down Capture |
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