Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Child Care Gift Plan Direct |
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[Solution: Children Equity] |
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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 Child Care Gift Plan Direct |
12.17% |
0.2946 |
9.4314% |
43.0311% |
0.0789 |
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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 Child Care Gift Plan Direct |
4.0242% |
0.6679 |
0.0564 |
8.6258% |
0.7113 |
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Up Capture v/s Down Capture |
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