Your Current Location : Fund Card : Risk Analysis |
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UTI Healthcare Fund IDCW |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Healthcare Fund (G) |
15.43% |
1.2774 |
10.4270% |
43.5135% |
0.1686 |
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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 Healthcare Fund (G) |
19.3429% |
0.0000 |
-95.6135 |
19.0792% |
2.1031 |
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Up Capture v/s Down Capture |
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