| Your Current Location : Fund Card : Risk Analysis |
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| UTI Sensex Index Fund Reg (G) |
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| [Equity: Index] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| UTI Sensex Index Fund Reg (G) |
13.58% |
0.1800 |
10.9791% |
47.0907% |
0.0604 |
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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 Sensex Index Fund Reg (G) |
-2.2157% |
0.0004 |
0.0281 |
1.6980% |
-1.6811 |
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| Up Capture v/s Down Capture |
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