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) |
17.04% |
0.3284 |
15.5124% |
47.5456% |
0.0658 |
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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) |
7.7863% |
0.0000 |
6.8767 |
26.0894% |
1.0078 |
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Up Capture v/s Down Capture |
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