Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru MidCap Fund IDCW Payout Direct |
|
[Equity: Mid Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru MidCap Fund (G) Direct |
15.42% |
0.3658 |
14.0013% |
40.0541% |
0.0692 |
|
|
|
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 MidCap Fund (G) Direct |
7.1116% |
0.9352 |
0.0722 |
10.4983% |
0.9935 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|