Dow Up0.25% Nasdaq Up0.65%

More On 120364.BO

Quotes

Charts

News & Info

  • Headlines
  • Message Boards

Fund


ICICI Pru Equity Arbitrage Dir Gr (120364.BO)

20.96 0.00(0.00%) May 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2014):9.06%
Worst 1 Yr Total Return(Dec 30, 2015):8.10%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Statistic120364.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.690.63
R-squared (against Standard Index)N/AN/A
Standard Deviation0.600.84
Sharpe Ratio7.074.64
Treynor RatioN/AN/A
5 Years
Statistic120364.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.65
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A0.81
Sharpe RatioN/A4.10
Treynor RatioN/AN/A
10 Years
Statistic120364.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.62
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A0.85
Sharpe RatioN/A3.80
Treynor RatioN/AN/A