| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| ICICI Pru Constant Maturity Gilt Fund (A) IDCW Direct |
| [Debt: Gilt Fund 10 yr duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| ICICI Pru Constant Maturity Gilt Fund (G) Direct |
2.83% |
0.3732 |
2.7423% |
41.7355% |
0.2041 |
|
|
| |
| 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 Constant Maturity Gilt Fund (G) Direct |
0.0174% |
0.0000 |
-0.0772 |
14.5986% |
0.9020 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
