Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
ICICI Pru Money Market Fund Reg (G) |
 |
[Debt: Money Market] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Money Market Fund (G) (Susp) |
0.47% |
8.4825 |
0.0817% |
0.2203% |
5.9847 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
ICICI Pru Money Market Fund (G) (Susp) |
2.0214% |
0.0000 |
1.2488 |
2.8182% |
0.2042 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|