Your Current Location : Fund Card : Risk Analysis |
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UTI Medium to Long Duration Fund (HY) IDCW |
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[Debt: Medium to Long Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Medium to Long Duration Fund (G) Reg |
4.33% |
0.6899 |
1.5416% |
37.4656% |
0.4953 |
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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 Medium to Long Duration Fund (G) Reg |
4.2167% |
0.0000 |
-0.1664 |
6.0779% |
0.8893 |
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Up Capture v/s Down Capture |
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