| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Dynamic Asset Allocation Active FOF IDCW Payout Direct |
| [Hybrid: Fof Domestic Dyn. Asset Alloc.] |
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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 Dynamic Asset Allocation Active FOF (G) Direct |
7.41% |
1.0141 |
4.6885% |
38.4828% |
0.2089 |
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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 Dynamic Asset Allocation Active FOF (G) Direct |
7.0742% |
0.0000 |
0.9356 |
7.3647% |
1.2948 |
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| Up Capture v/s Down Capture |
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