| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru US Bluechip Equity Fund IDCW Payout Direct |
| [Equity: Global] |
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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 US Bluechip Equity Fund (G) Direct |
17.05% |
0.3715 |
15.4731% |
47.8261% |
0.0706 |
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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 US Bluechip Equity Fund (G) Direct |
8.8037% |
0.0000 |
6.8164 |
26.0718% |
1.0607 |
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| Up Capture v/s Down Capture |
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