| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| ICICI Pru Diversified Equity All Cap Omni FOF (G) |
| [Equity: Flexi Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| ICICI Pru Diversified Equity All Cap Omni FOF (G) |
14.55% |
0.8886 |
10.3515% |
40.6593% |
0.1325 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| ICICI Pru Diversified Equity All Cap Omni FOF (G) |
8.3758% |
0.0004 |
0.1454 |
5.0350% |
2.0749 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
