| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Nifty Next 50 Index Fund IDCW Payout Direct |
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| [Equity: Index] |
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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 Nifty Next 50 Index Fund (G) Direct |
18.17% |
0.5261 |
16.0347% |
40.4054% |
0.0786 |
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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 Nifty Next 50 Index Fund (G) Direct |
10.2418% |
0.0000 |
-1.3662 |
24.4710% |
1.2504 |
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| Up Capture v/s Down Capture |
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