| Your Current Location : Fund Card : Risk Analysis |
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| UTI Value Fund IDCW Direct |
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| [Equity: Value] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| UTI Value Fund (G) Direct |
12.61% |
0.8928 |
10.7308% |
40.8108% |
0.1301 |
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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 Value Fund (G) Direct |
12.6910% |
0.0000 |
-1.9498 |
19.4254% |
1.7097 |
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| Up Capture v/s Down Capture |
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