Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
UTI Short Duration Fund Inst Reg (G) |
 |
[Debt: Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Short Duration Fund Inst Reg (G) |
0.96% |
1.1443 |
0.5204% |
20.3857% |
1.0379 |
|
|
|
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 |
UTI Short Duration Fund Inst Reg (G) |
0.9122% |
0.0000 |
0.0188 |
0.8956% |
1.2672 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|