The current NAV of UTI Conservative Hybrid Fund(M-IDCW) is ₹19.90, as of 16th July 2025.

The UTI Conservative Hybrid Fund(M-IDCW) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 2.96%
• 3 Year Returns: 6.04%
• 5 Year Returns: 6.09%

The top sectors UTI Conservative Hybrid Fund(M-IDCW) has invested in are as follows:

• G-Sec | 44.45%
• Private Banks | 10.66%
• Public Banks | 9.74%
• Consumer Finance | 6.08%
• Specialized Finance | 4.80%

This data is as on 16th July 2025.

The top 5 holdings for UTI Conservative Hybrid Fund(M-IDCW) are as follows:

• 7.10% GSEC - MAT - 08/04/2034 | 15.32%
• 6.79% GOVT BONDS - 07/10/2034 | 11.87%
• NCD POWER FINANCE CORPORATION LTD. | 4.56%
• NCD NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT | 4.49%
• 07.18% GSEC MAT -14/08/2033 | 3.99%

This data is as on 16th July 2025.

The asset allocation for UTI Conservative Hybrid Fund(M-IDCW) is as follows:

• Government Securities | 44.45%
• Corporate Debt | 28.53%
• Equity | 24.33%
• Cash & Equivalents | 2.13%
• N/A | 0.27%

This data is as on 16th July 2025.

The AUM (i.e. assets under management) of UTI Conservative Hybrid Fund(M-IDCW) is ₹1705.81 Cr as of 16th July 2025.

The expense ratio of UTI Conservative Hybrid Fund(M-IDCW) Plan is 1.18 as of 16th July 2025.

The volatility or standard deviation for the UTI Conservative Hybrid Fund(M-IDCW) is 3.76

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the UTI Conservative Hybrid Fund(M-IDCW) is 1.07

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the UTI Conservative Hybrid Fund(M-IDCW) is 0.12

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.

The PE ratio of UTI Conservative Hybrid Fund(M-IDCW) is 29.17, while category PE ratio is 40.01.