Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru India Opportunities Fund IDCW Direct |
[Equity: Thematic] |
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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 India Opportunities Fund (G) Direct |
11.67% |
1.4296 |
8.9152% |
40.4054% |
0.1959 |
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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 India Opportunities Fund (G) Direct |
18.0870% |
0.0000 |
-3.5487 |
17.8198% |
2.2390 |
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Up Capture v/s Down Capture |
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