| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Nifty 100 Low Vol 30 E T F FOF IDCW Direct |
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| [Equity: Index] |
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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 Nifty 100 Low Vol 30 E T F FOF (G) Direct |
12.52% |
0.7706 |
8.4041% |
45.0000% |
0.1354 |
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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 Nifty 100 Low Vol 30 E T F FOF (G) Direct |
8.9066% |
0.0000 |
-1.4225 |
17.5225% |
1.6136 |
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| Up Capture v/s Down Capture |
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