Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Thematic Advantage Fund (FOF) (G) |
[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) |
10.32% |
0.7217 |
4.3648% |
46.2788% |
0.1853 |
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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) |
5.0862% |
0.2455 |
0.2036 |
13.5033% |
0.5453 |
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Up Capture v/s Down Capture |
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