Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru BHARAT 22 FOF |
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[Equity: Index] |
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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 BHARAT 22 FOF |
17.02% |
1.0375 |
15.2302% |
41.4501% |
0.1275 |
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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 BHARAT 22 FOF |
20.4363% |
0.0000 |
-2.1566 |
24.2948% |
1.7990 |
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Up Capture v/s Down Capture |
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