| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Nifty 100 ETF |
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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 Nifty 100 ETF |
13.89% |
0.1038 |
11.8997% |
45.1962% |
0.0505 |
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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 Nifty 100 ETF |
2.0539% |
0.9832 |
0.0170 |
1.8536% |
1.8312 |
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| Up Capture v/s Down Capture |
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