Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Multi Asset Fund IDCW Direct |
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[Hybrid: Multi-Asset] |
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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 Multi Asset Fund (G) Direct |
7.61% |
0.3476 |
10.2787% |
42.6252% |
0.0798 |
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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 Multi Asset Fund (G) Direct |
5.1576% |
0.7808 |
0.0622 |
6.8156% |
1.1124 |
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Up Capture v/s Down Capture |
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