Your Current Location : Fund Card : Risk Analysis |
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UTI Banking & PSU Fund Reg (HY) IDCW |
[Debt: Banking and PSU] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Banking & PSU Fund Reg (G) |
3.25% |
0.2617 |
0.8765% |
28.6107% |
0.6224 |
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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 Banking & PSU Fund Reg (G) |
1.1463% |
0.0000 |
-1.4775 |
5.9106% |
0.5044 |
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Up Capture v/s Down Capture |
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