Your Current Location : Fund Card : Risk Analysis |
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UTI Multi Asset Allocation Fund (G) Direct |
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[Hybrid: Multi-Asset] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Multi Asset Allocation Fund (G) Direct |
8.65% |
-0.0130 |
8.1245% |
44.1734% |
0.0569 |
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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 Multi Asset Allocation Fund (G) Direct |
0.0907% |
0.6219 |
-0.0023 |
7.4272% |
0.0984 |
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Up Capture v/s Down Capture |
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