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ICICI Pru Thematic Advantage Fund (FOF) IDCW Payout 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 Thematic Advantage Fund (FOF) (G) Direct 10.45% 0.2671 4.3557% 46.2500% 0.3862
 
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 Thematic Advantage Fund (FOF) (G) Direct 6.0774% 0.2457 0.2456 25.3471% 0.8802
 
Up Capture v/s Down Capture
 
 
 
useful links Reserve Bank of India
 
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