Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Equity Savings Fund (G) Direct |
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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) Direct |
2.37% |
1.3278 |
1.4196% |
28.7838% |
0.4922 |
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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) Direct |
3.2399% |
0.0000 |
-3.0804 |
11.9571% |
1.6625 |
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Up Capture v/s Down Capture |
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