Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Nifty 200 Momentum 30 ETF |
[Equity: Large Cap] |
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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 200 Momentum 30 ETF |
0.00% |
0.5585 |
16.6247% |
42.5474% |
0.0787 |
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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 200 Momentum 30 ETF |
11.3567% |
0.0000 |
-1.2185 |
25.5249% |
1.2374 |
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Up Capture v/s Down Capture |
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