Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
ICICI Pru Multicap Fund IDCW Payout Direct |
 |
[Equity: Multi Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Multicap Fund (G) Direct |
13.61% |
0.3681 |
11.0890% |
43.3018% |
0.0784 |
|
|
|
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 Multicap Fund (G) Direct |
5.8460% |
0.8239 |
0.0671 |
7.3472% |
1.1614 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|