Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Balanced Advantage Fund (M) IDCW Direct |
|
[Hybrid: Balanced Advantage] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Balanced Advantage Fund (G) Direct |
5.19% |
0.4850 |
6.8757% |
41.9486% |
0.1157 |
|
|
|
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 Balanced Advantage Fund (G) Direct |
4.8871% |
0.5510 |
0.0849 |
8.1133% |
0.8763 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|