Your Current Location : Fund Card : Risk Analysis |
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UTI Large & Mid Cap Fund IDCW |
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[Equity: Large & Mid 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 & Mid Cap Fund (G) |
13.63% |
0.0363 |
11.9365% |
44.3089% |
0.0437 |
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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 & Mid Cap Fund (G) |
0.9298% |
0.9311 |
0.0063 |
5.3385% |
0.3518 |
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Up Capture v/s Down Capture |
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