Your Current Location : Fund Card : Risk Analysis |
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UTI Low Duration Fund Ins (G) |
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[Debt: Low 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 Low Duration Fund Ins (G) |
2.55% |
0.5781 |
0.2232% |
7.1625% |
2.4855 |
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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 Low Duration Fund Ins (G) |
1.2949% |
0.0000 |
0.7972 |
2.4056% |
1.2211 |
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Up Capture v/s Down Capture |
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