Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Infrastructure Fund (G) Direct |
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[Equity: Sectoral] |
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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 Infrastructure Fund (G) Direct |
13.92% |
0.0745 |
13.8500% |
43.8430% |
0.0427 |
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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 Infrastructure Fund (G) Direct |
1.7422% |
0.9785 |
0.0139 |
8.9572% |
0.3572 |
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Up Capture v/s Down Capture |
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