Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Regular Savings Fund (G) |
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[Hybrid: Conservative] |
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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 Regular Savings Fund (G) |
3.32% |
1.1250 |
2.3584% |
36.3636% |
0.3172 |
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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 Regular Savings Fund (G) |
3.6810% |
0.0000 |
0.0390 |
3.4473% |
1.4819 |
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Up Capture v/s Down Capture |
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