Your Current Location : Fund Card : Risk Analysis |
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UTI Liquid Fund Reg IDCW (D) |
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[Debt: Liquid] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Liquid Fund Reg (G) |
0.49% |
-5.7607 |
0.0218% |
0.5545% |
12.4825 |
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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 Liquid Fund Reg (G) |
-0.7230% |
0.0000 |
-3.4379 |
3.2006% |
0.0640 |
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Up Capture v/s Down Capture |
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