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ICICI Pru Medium Term Bond (HY) IDCW Direct |
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[Debt: Medium Duration] |
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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 Medium Term Bond (G) Direct |
1.17% |
0.7459 |
0.9757% |
27.4105% |
0.5547 |
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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 Medium Term Bond (G) Direct |
0.9761% |
0.0000 |
0.0146 |
1.3438% |
0.9902 |
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Up Capture v/s Down Capture |
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