Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
UTI Gilt Fund (G) |
|
[Debt: Gilt Fund] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Gilt Fund (G) |
1.68% |
-0.6381 |
1.2426% |
40.0826% |
0.2961 |
|
|
|
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 Gilt Fund (G) |
-1.2138% |
0.0000 |
0.0972 |
10.4252% |
-0.2014 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|