Your Current Location : Fund Card : Risk Analysis |
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UTI Value Fund (G) |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Value Fund (G) |
12.57% |
0.8366 |
10.7564% |
41.2162% |
0.1247 |
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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 Value Fund (G) |
11.8458% |
0.0000 |
-1.8235 |
19.4257% |
1.6554 |
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Up Capture v/s Down Capture |
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