| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| ICICI Pru Passive Multi Asset FoF (G) Direct |
| [Hybrid: Multi Asset] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| ICICI Pru Passive Multi Asset FoF (G) Direct |
7.02% |
1.1608 |
5.1713% |
39.9433% |
0.2175 |
|
|
| |
| 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 Passive Multi Asset FoF (G) Direct |
7.1612% |
0.0002 |
0.2533 |
11.4036% |
0.4598 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|