Your Current Location : Fund Card : Risk Analysis |
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UTI Infrastructure Fund (G) |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Infrastructure Fund (G) |
13.41% |
0.0184 |
15.1839% |
43.2249% |
0.0339 |
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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 Infrastructure Fund (G) |
0.7746% |
1.0883 |
0.0034 |
9.2961% |
0.1864 |
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Up Capture v/s Down Capture |
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