Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Retirement Fund Hybrid Aggressive Plan (G) |
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[Solution: Retirement Equity] |
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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 Retirement Fund Hybrid Aggressive Plan (G) |
11.13% |
1.0371 |
8.8208% |
39.1892% |
0.1546 |
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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 Retirement Fund Hybrid Aggressive Plan (G) |
12.9299% |
0.0000 |
-76.6738 |
13.0583% |
1.4349 |
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Up Capture v/s Down Capture |
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