Your Current Location : Fund Card : Risk Analysis |
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UTI Dynamic Bond Fund IDCW |
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[Debt: Dynamic Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Dynamic Bond Fund (G) |
4.32% |
0.7039 |
1.1256% |
33.1956% |
0.6574 |
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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 |
UTI Dynamic Bond Fund (G) |
3.3933% |
0.0000 |
-0.8128 |
13.7014% |
1.3888 |
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Up Capture v/s Down Capture |
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