Your Current Location : Fund Card : Risk Analysis |
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UTI Dynamic Bond Fund (G) |
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[Debt: Dynamic Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Dynamic Bond Fund (G) |
4.32% |
0.5969 |
1.1253% |
33.4711% |
0.6180 |
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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 Dynamic Bond Fund (G) |
2.8719% |
0.0000 |
-0.6829 |
13.5751% |
1.1610 |
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Up Capture v/s Down Capture |
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