| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Multi Asset Fund (G) |
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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 Multi Asset Fund (G) |
7.61% |
0.2765 |
10.3108% |
42.7605% |
0.0728 |
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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 Multi Asset Fund (G) |
4.1643% |
0.7808 |
0.0495 |
6.8161% |
0.9165 |
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| Up Capture v/s Down Capture |
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