Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Constant Maturity Gilt Fund (M) IDCW Payout Direct |
[Debt: Gilt Fund 10 yr 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 Constant Maturity Gilt Fund (G) Direct |
2.93% |
-0.2755 |
2.9265% |
44.7658% |
0.1282 |
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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 Constant Maturity Gilt Fund (G) Direct |
-1.0711% |
0.0000 |
0.0319 |
12.7375% |
-0.1542 |
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Up Capture v/s Down Capture |
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