Your Current Location : Fund Card : Risk Analysis |
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UTI Large & Mid Cap Fund (G) Direct |
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[Equity: Large & Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Large & Mid Cap Fund (G) Direct |
13.03% |
0.0724 |
11.9160% |
44.0379% |
0.0473 |
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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 Large & Mid Cap Fund (G) Direct |
1.5082% |
0.9312 |
0.0125 |
5.3370% |
0.5020 |
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Up Capture v/s Down Capture |
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