| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| UTI Conservative Hybrid Fund (F) IDCW Payout |
 |
| [Hybrid: Conservative] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| UTI Conservative Hybrid Fund (G) |
3.85% |
0.9613 |
2.8086% |
38.5989% |
0.2715 |
|
|
| |
| 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 Conservative Hybrid Fund (G) |
3.2945% |
0.0000 |
-0.5598 |
13.1599% |
1.6116 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|