Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Retirement Fund Hybrid Aggressive Plan (G) Direct |
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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) Direct |
11.14% |
1.3680 |
8.7763% |
38.2950% |
0.1848 |
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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) Direct |
18.3738% |
0.0000 |
0.1064 |
12.4374% |
1.8862 |
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Up Capture v/s Down Capture |
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