| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Thematic Advantage Fund (FOF) (G) Direct |
| [Equity: Flexi 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 Thematic Advantage Fund (FOF) (G) Direct |
10.31% |
0.2671 |
4.3557% |
46.2500% |
0.3862 |
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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 Thematic Advantage Fund (FOF) (G) Direct |
6.0774% |
0.2457 |
0.2456 |
25.3471% |
0.8802 |
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| Up Capture v/s Down Capture |
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