Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru CPO Fund XIV PLAN A 1275D IDCW Direct |
[Hybrid: Conservative] |
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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 CPO Fund XIV PLAN A 1275D (G) Direct |
4.07% |
-0.4867 |
2.7133% |
48.3333% |
0.1250 |
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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 CPO Fund XIV PLAN A 1275D (G) Direct |
-1.6883% |
0.0000 |
0.4835 |
7.4377% |
0.2579 |
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Up Capture v/s Down Capture |
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