Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Medium Term Bond (HY) IDCW Direct |
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[Debt: Medium Duration] |
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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 Medium Term Bond (G) Direct |
1.21% |
1.5590 |
0.8788% |
24.9311% |
0.7074 |
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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 Medium Term Bond (G) Direct |
1.9392% |
0.0000 |
0.0263 |
1.2588% |
2.1402 |
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Up Capture v/s Down Capture |
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