Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Debt Management Fund (G) 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 Debt Management Fund (G) Direct |
1.12% |
-0.1166 |
0.7612% |
30.2613% |
0.5901 |
|
|
|
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 Debt Management Fund (G) Direct |
-0.1356% |
0.0000 |
-0.0901 |
4.0536% |
0.2814 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|