Your Current Location : Fund Card : Risk Analysis |
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UTI Dynamic Bond Fund (F) IDCW |
[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) |
6.51% |
0.5677 |
1.0135% |
36.2259% |
0.7326 |
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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) |
3.8735% |
0.0000 |
-0.5264 |
11.9076% |
0.4246 |
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Up Capture v/s Down Capture |
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