| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Retirement Fund Hybrid Aggressive Plan IDCW Direct |
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| [Solution: Retirement Equity] |
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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 Retirement Fund Hybrid Aggressive Plan (G) Direct |
12.70% |
1.0012 |
11.3121% |
38.6486% |
0.1366 |
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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 Retirement Fund Hybrid Aggressive Plan (G) Direct |
14.5098% |
0.0000 |
-1.6906 |
19.9091% |
1.8105 |
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| Up Capture v/s Down Capture |
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