Your Current Location : Fund Card : Risk Analysis |
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ICICI Pru Retirement Fund Hybrid Aggressive Plan IDCW Direct |
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[Solution: Retirement Equity] |
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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 Retirement Fund Hybrid Aggressive Plan (G) Direct |
11.14% |
1.1732 |
8.7940% |
38.7838% |
0.1675 |
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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 Retirement Fund Hybrid Aggressive Plan (G) Direct |
14.6181% |
0.0000 |
-8.5547 |
13.0804% |
1.5922 |
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Up Capture v/s Down Capture |
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