| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Equity Savings Fund (M) IDCW Payout |
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| [Hybrid: Equity Savings] |
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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 Savings Fund (G) |
2.28% |
-0.1642 |
7.8627% |
38.0244% |
0.0425 |
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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 Savings Fund (G) |
-2.7751% |
0.0000 |
-0.0147 |
9.8194% |
-0.3769 |
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| Up Capture v/s Down Capture |
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