Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Asset Allocator Fund (FOF) IDCW Direct |
|
[Others: FoFs Domestic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Asset Allocator Fund (FOF) (G) Direct |
4.19% |
1.9832 |
2.9377% |
38.1543% |
0.3912 |
|
|
|
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 Asset Allocator Fund (FOF) (G) Direct |
10.1766% |
0.0000 |
0.1275 |
4.7892% |
2.9843 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|