| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| ICICI Pru Nifty Next 50 Index Fund IDCW Payout Direct |
 |
| [Equity: Index] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| ICICI Pru Nifty Next 50 Index Fund (G) Direct |
17.98% |
0.5261 |
16.0347% |
40.4054% |
0.0786 |
|
|
| |
| 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 Nifty Next 50 Index Fund (G) Direct |
10.2418% |
0.0000 |
-1.3662 |
24.4710% |
1.2504 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
