| Your Current Location : Fund Card : Risk Analysis |
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| UTI Medium to Long Duration Fund (HY) IDCW |
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| [Debt: Medium to Long Duration] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| UTI Medium to Long Duration Fund (G) Reg |
2.15% |
0.6059 |
1.3636% |
36.8132% |
0.4156 |
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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 Medium to Long Duration Fund (G) Reg |
0.4474% |
0.0000 |
-0.1523 |
12.8809% |
1.3560 |
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| Up Capture v/s Down Capture |
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