Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Retirement Fund Pure Equity Plan (G) 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 Pure Equity Plan (G) Direct |
14.61% |
1.0236 |
13.6894% |
39.3243% |
0.1289 |
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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 Equity Plan (G) Direct |
17.7853% |
0.0000 |
-1.8073 |
22.3865% |
1.7977 |
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Up Capture v/s Down Capture |
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