Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Savings Fund (G) Direct |
|
[Debt: Low Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Savings Fund (G) Direct |
0.94% |
0.2750 |
0.4000% |
17.0799% |
1.1907 |
|
|
|
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 Savings Fund (G) Direct |
0.3630% |
0.0000 |
0.0130 |
1.2012% |
1.3219 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|