Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Gilt Fund IDCW Payout Direct |
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[Debt: Gilt Fund] |
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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 Gilt Fund (G) Direct |
2.03% |
0.2777 |
1.4355% |
36.3136% |
0.3566 |
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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 Gilt Fund (G) Direct |
0.4135% |
0.0000 |
-0.0464 |
10.6285% |
0.3113 |
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Up Capture v/s Down Capture |
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