Your Current Location : Fund Card : Risk Analysis |
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UTI CCF Savings Plan Scholarship Direct |
[Solution: Children Debt] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI CCF Savings Plan (G) |
5.40% |
0.6709 |
4.5963% |
40.8660% |
0.1675 |
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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 CCF Savings Plan (G) |
4.9787% |
0.0000 |
0.0555 |
6.4701% |
1.1100 |
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Up Capture v/s Down Capture |
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