| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Banking and Financial Services IDCW 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 Banking and Financial Services (G) Direct |
14.19% |
0.5240 |
14.9175% |
44.1137% |
0.0840 |
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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 Banking and Financial Services (G) Direct |
11.2741% |
1.1209 |
0.0968 |
9.9771% |
1.5891 |
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| Up Capture v/s Down Capture |
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