| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Short Term Fund (M) IDCW Direct |
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| [Debt: Short Duration] |
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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 Short Term Fund (G) Direct |
0.79% |
2.7778 |
0.3557% |
19.0934% |
1.8320 |
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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 Short Term Fund (G) Direct |
2.2639% |
0.0000 |
-0.8391 |
12.0470% |
1.5846 |
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| Up Capture v/s Down Capture |
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