Your Current Location : Fund Card : Risk Analysis |
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UTI Retirement Fund Reg (G) |
[Solution: Retirement Debt] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Retirement Fund Reg (G) |
5.48% |
0.9833 |
4.7877% |
41.0811% |
0.1969 |
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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 Retirement Fund Reg (G) |
6.7064% |
0.0000 |
-4.9798 |
7.8789% |
1.3576 |
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Up Capture v/s Down Capture |
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