Your Current Location : Fund Card : Risk Analysis |
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UTI Credit Risk Fund Flexi IDCW |
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[Debt: Credit Risk] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Credit Risk Fund (G) |
0.99% |
0.6876 |
0.7162% |
21.6253% |
1.1477 |
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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 Credit Risk Fund (G) |
4.8457% |
0.0000 |
-0.3711 |
7.3285% |
1.1180 |
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Up Capture v/s Down Capture |
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