Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Equity & Debt Fund (M) IDCW Payout Direct |
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[Hybrid: Aggressive] |
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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 Equity & Debt Fund (G) Direct |
9.47% |
1.5858 |
8.9788% |
41.1367% |
0.2175 |
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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 Equity & Debt Fund (G) Direct |
21.0497% |
0.0000 |
-4.3825 |
13.9083% |
2.1636 |
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Up Capture v/s Down Capture |
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