Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Nifty Auto ETF |
[Equity: Thematic] |
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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 Auto ETF |
17.89% |
0.8093 |
14.2124% |
46.0296% |
0.1164 |
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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 Auto ETF |
16.4525% |
0.0000 |
-13.4821 |
23.5839% |
1.6158 |
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Up Capture v/s Down Capture |
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