| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Passive Multi Asset Fund OF Fund IDCW Direct |
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| [Hybrid: Multi-Asset] |
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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 Passive Multi Asset Fund OF Fund (G) Direct |
6.15% |
1.1449 |
5.0007% |
40.9859% |
0.2209 |
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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 Passive Multi Asset Fund OF Fund (G) Direct |
8.3931% |
0.0000 |
-5.2651 |
14.1138% |
1.9779 |
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| Up Capture v/s Down Capture |
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