Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
UTI Medium to Long Duration Fund (G) Direct |
|
[Debt: Medium to Long Duration] |
|
|
|
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) Direct |
5.88% |
0.5765 |
1.5100% |
40.7153% |
0.4973 |
|
|
|
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 Medium to Long Duration Fund (G) Direct |
3.9292% |
0.0000 |
-1.5470 |
7.9412% |
0.8696 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|