Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
UTI Banking & PSU Fund Reg IDCW |
 |
[Debt: Banking and PSU] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Banking & PSU Fund Reg (G) |
3.20% |
0.5941 |
0.8841% |
27.9614% |
0.7382 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
UTI Banking & PSU Fund Reg (G) |
2.6474% |
0.0000 |
-0.4548 |
4.4897% |
0.7105 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|