Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru NASDAQ 100 Index Fund (G) Direct |
[Equity: Global] |
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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 NASDAQ 100 Index Fund (G) Direct |
18.00% |
0.6821 |
18.7013% |
44.1795% |
0.0947 |
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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 NASDAQ 100 Index Fund (G) Direct |
19.7998% |
0.0000 |
1.8902 |
29.4669% |
1.3781 |
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Up Capture v/s Down Capture |
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