| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Strategic Metal and Energy Equity FoF IDCW Direct |
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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 Strategic Metal and Energy Equity FoF (G) Direct |
20.00% |
0.3638 |
20.4827% |
45.8156% |
0.0586 |
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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 Strategic Metal and Energy Equity FoF (G) Direct |
10.6843% |
0.0000 |
3.9845 |
30.8574% |
0.9656 |
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| Up Capture v/s Down Capture |
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