| Your Current Location : Fund Card : Risk Analysis |
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| ICICI Pru Nifty SDL Sep 2027 Index Fund (A) IDCW |
| [Debt: Medium to Long 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 Nifty SDL Sep 2027 Index Fund (G) |
2.17% |
0.5933 |
1.5200% |
29.7521% |
0.3661 |
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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 SDL Sep 2027 Index Fund (G) |
0.9396% |
0.0000 |
0.0111 |
1.9566% |
0.7400 |
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| Up Capture v/s Down Capture |
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