| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Nifty Smallcap 250 Index Fund Reg IDCW |
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| [Equity: Small Cap] |
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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 Nifty Smallcap 250 Index Fund Reg (G) |
19.36% |
0.7759 |
16.6915% |
37.7027% |
0.0980 |
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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 Nifty Smallcap 250 Index Fund Reg (G) |
16.0031% |
0.0000 |
-2.1210 |
24.9976% |
1.5114 |
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| Up Capture v/s Down Capture |
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