Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Short Term Fund (HY) IDCW |
|
[Debt: Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Short Term Fund (G) |
0.91% |
-0.1778 |
0.6966% |
28.0605% |
0.6399 |
|
|
|
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 Short Term Fund (G) |
-0.1838% |
0.0000 |
-0.1053 |
3.9950% |
0.2690 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|