Your Current Location : Fund Card : Risk Analysis |
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UTI Short Duration Fund Ins (D) IDCW |
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[Debt: Short 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 Short Duration Fund Inst Reg (G) |
0.88% |
1.7561 |
0.3674% |
20.1923% |
1.5721 |
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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 Short Duration Fund Inst Reg (G) |
1.3087% |
0.0000 |
-0.6295 |
11.9773% |
1.4755 |
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Up Capture v/s Down Capture |
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