Your Current Location : Fund Card : Risk Analysis |
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UTI Large Cap Fund Reg IDCW |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Large Cap Fund Reg (G) |
12.81% |
-0.0114 |
11.6827% |
45.5285% |
0.0397 |
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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 Large Cap Fund Reg (G) |
0.1677% |
0.9262 |
-0.0019 |
4.4143% |
0.1745 |
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Up Capture v/s Down Capture |
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