Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru All Seasons Bond Fund IDCW |
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[Debt: Dynamic Bond] |
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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 All Seasons Bond Fund (G) |
1.39% |
1.2208 |
1.0268% |
29.3388% |
0.5956 |
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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 All Seasons Bond Fund (G) |
1.7980% |
0.0000 |
0.0244 |
1.5514% |
1.6114 |
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Up Capture v/s Down Capture |
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