Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
UTI Multi Asset Allocation Fund Reg IDCW |
 |
[Hybrid: Multi-Asset] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Multi Asset Allocation Fund Reg (G) |
8.69% |
-0.0875 |
8.1504% |
44.7154% |
0.0494 |
|
|
|
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 Multi Asset Allocation Fund Reg (G) |
-0.7243% |
0.6218 |
-0.0154 |
7.4302% |
-0.0556 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|