Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Medium Term Bond (Q) IDCW Direct |
|
[Debt: Medium Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Medium Term Bond (G) Direct |
1.22% |
0.4458 |
0.9752% |
28.6501% |
0.5234 |
|
|
|
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 Medium Term Bond (G) Direct |
1.0159% |
0.0000 |
0.0159 |
1.5338% |
1.4602 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|