Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Focused Equity Fund IDCW Payout Direct |
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[Equity: Focused] |
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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 Focused Equity Fund (G) Direct |
13.64% |
0.0677 |
11.5967% |
46.0081% |
0.0475 |
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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 Focused Equity Fund (G) Direct |
1.4580% |
0.9171 |
0.0120 |
6.6194% |
0.3670 |
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Up Capture v/s Down Capture |
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