| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Regular Gold Savings Reg IDCW |
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| [Gold: Gold Funds] |
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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 Gold Savings Reg (G) |
11.92% |
1.0905 |
10.0569% |
45.6044% |
0.1603 |
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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 Gold Savings Reg (G) |
14.8221% |
0.0000 |
-0.9875 |
20.2939% |
1.8444 |
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| Up Capture v/s Down Capture |
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