Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Balanced Advantage Fund (G) Direct |
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[Hybrid: Balanced Advantage] |
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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 Balanced Advantage Fund (G) Direct |
5.19% |
0.4850 |
6.8757% |
41.9486% |
0.1157 |
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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 Balanced Advantage Fund (G) Direct |
4.8871% |
0.5510 |
0.0849 |
8.1133% |
0.8763 |
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Up Capture v/s Down Capture |
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