Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
ICICI Pru Infrastructure Fund IDCW Direct |
 |
[Equity: Sectoral] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Infrastructure Fund (G) Direct |
14.83% |
1.3714 |
13.3187% |
38.5135% |
0.1584 |
|
|
|
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 Infrastructure Fund (G) Direct |
23.6645% |
0.0000 |
-2.5375 |
21.9831% |
2.1311 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|