| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Asset Allocator Fund (Moderate NRI) (G) Direct |
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| [Hybrid: Multi-Asset] |
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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 Asset Allocator Fund (FOF) (G) Direct |
5.11% |
1.6226 |
3.6685% |
37.5000% |
0.3090 |
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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 Asset Allocator Fund (FOF) (G) Direct |
9.2285% |
0.0000 |
0.0965 |
5.7183% |
2.2276 |
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| Up Capture v/s Down Capture |
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