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        | Your Current Location : Fund Card : Risk Analysis |  
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                                  | ICICI Pru Liquid Fund (D) IDCW Direct |  |  
                                     | [Debt: Liquid] |  |  
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                                    | Absolute Metrics (Single Computation - last 3 years) |  
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                                                  | Scheme Name | Standard Deviation
 | Sharpe Ratio
 | Downside Deviation
 | Downside Probability
 | Sortino Ratio
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                                                  | ICICI Pru Liquid Fund (G) Direct | 0.19% | 8.9486 | 0.0125% | 0.3660% | 28.6613 |  |  |  
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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) |  
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                                                  | Scheme Name | Alpha | Beta | Treynor Ratio
 | Tracking Error
 | Information Ratio
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                                                  | ICICI Pru Liquid Fund (G) Direct | 1.0507% | 0.0000 | -24.5021 | 9.6078% | 1.1725 |  |  |  
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                            | Up Capture v/s Down Capture |  
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