| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Pharma Healthcare And Diagnostics Fund (G) Direct |
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| [Equity: Sectoral] |
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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 Pharma Healthcare And Diagnostics Fund (G) Direct |
16.85% |
1.3673 |
11.1743% |
42.2192% |
0.1724 |
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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 Pharma Healthcare And Diagnostics Fund (G) Direct |
19.0252% |
0.0003 |
0.3495 |
14.0905% |
1.5103 |
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| Up Capture v/s Down Capture |
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