Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ICICI Pru Retirement Fund Pure Debt Plan (G) |
|
[Solution: Retirement Debt] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ICICI Pru Retirement Fund Pure Debt Plan (G) |
1.22% |
-0.9761 |
0.9912% |
36.3136% |
0.3536 |
|
|
|
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 Retirement Fund Pure Debt Plan (G) |
-1.4656% |
0.0000 |
-0.9070 |
4.1299% |
-0.1805 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|