| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Retirement Fund Pure Debt Plan (G) Direct |
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| [Solution: Retirement Debt] |
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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 Pure Debt Plan (G) Direct |
1.39% |
0.5545 |
0.8112% |
28.5517% |
0.6413 |
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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 Pure Debt Plan (G) Direct |
0.7890% |
0.0000 |
-36.8542 |
133.2494% |
-0.0059 |
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| Up Capture v/s Down Capture |
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