Your Current Location : Fund Card : Risk Analysis |
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UTI Value Fund (G) |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
UTI Value Fund (G) |
12.86% |
-0.0811 |
12.2026% |
45.6640% |
0.0312 |
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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 Value Fund (G) |
-0.9653% |
0.9610 |
-0.0138 |
4.7771% |
-0.1738 |
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Up Capture v/s Down Capture |
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