Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
UTI Banking and Financial Services Fund IDCW Payout |
 |
[Equity: Sectoral] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Banking and Financial Services Fund (G) |
12.68% |
0.6056 |
12.8234% |
44.3243% |
0.0959 |
|
|
|
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 and Financial Services Fund (G) |
9.9188% |
0.0000 |
-1.1578 |
21.9579% |
1.3675 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|