Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Silver E T F |
[Others: FoFs Domestic] |
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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 Silver E T F |
21.73% |
0.6001 |
18.8729% |
44.5816% |
0.0862 |
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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 Silver E T F |
14.1426% |
0.0000 |
-0.7520 |
30.6778% |
1.2298 |
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Up Capture v/s Down Capture |
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