• 1 Year Returns: 6.94%
• 3 Year Returns: 7.73%
• 5 Year Returns: 6.41%

• Others | 17.34%
• Private Banks | 12.43%
• Telecom Services | 4.85%
• Public Banks | 4.82%
• Oil & Gas - Refining & Marketing | 4.74%

• ICICI Prudential Money Market fund - Direct Plan - Growth Option | 15.62%
• HDFC Bank Ltd. - 21 Feb 2020 (Duration - 365 Days) | 4.77%
• Reliance Industries Ltd | 3.86%
• Bharti Airtel Ltd | 3.30%
• Mahindra and Mahindra Ltd | 2.74%

• Equity | 79.50%
• Mutual Funds | 15.62%
• Certificate of Deposit | 3.39%
• Cash & Equivalents | 1.46%
• Treasury Bills | 0.03%

The alpha ratio for the ICICI Pru Equity-Arbitrage Fund is 0.22

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the ICICI Pru Equity-Arbitrage Fund is 0.84

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the ICICI Pru Equity-Arbitrage Fund is 3.15

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the ICICI Pru Equity-Arbitrage Fund is 0.43

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.