| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Equity & Debt Fund (M) IDCW |
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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) |
9.33% |
1.2008 |
7.7035% |
40.8108% |
0.1811 |
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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) |
12.6642% |
0.0000 |
-2.1683 |
16.5144% |
2.0092 |
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| Up Capture v/s Down Capture |
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