Your Current Location : Fund Card : Risk Analysis |
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UTI Conservative Hybrid Fund (M) Payment Direct |
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[Hybrid: Conservative] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Conservative Hybrid Fund (G) Direct |
4.22% |
0.9559 |
2.9428% |
40.4402% |
0.2666 |
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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 Conservative Hybrid Fund (G) Direct |
4.3072% |
0.0000 |
-2.7264 |
6.0155% |
1.2544 |
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Up Capture v/s Down Capture |
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