| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Balanced Advantage Fund Reg (M) IDCW Payout |
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| [Hybrid: Balanced Advantage] |
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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 Balanced Advantage Fund Reg (G) |
4.71% |
0.3291 |
6.9115% |
41.8133% |
0.0997 |
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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 Balanced Advantage Fund Reg (G) |
3.3816% |
0.5507 |
0.0576 |
8.1108% |
0.6268 |
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| Up Capture v/s Down Capture |
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