Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
ICICI Pru Global Advantage Fund (G) |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Global Advantage Fund (G) |
15.88% |
0.3929 |
11.6175% |
47.6529% |
0.0829 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
ICICI Pru Global Advantage Fund (G) |
5.7171% |
0.0000 |
-0.7650 |
21.1103% |
1.1970 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|