| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Diversified Equity All Cap Omni FOF (G) Direct |
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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 Diversified Equity All Cap Omni FOF (G) Direct |
14.56% |
0.9346 |
10.3313% |
40.5220% |
0.1370 |
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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 Diversified Equity All Cap Omni FOF (G) Direct |
9.0404% |
0.0004 |
0.1529 |
5.0344% |
2.2424 |
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| Up Capture v/s Down Capture |
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