• 1 Year Returns: 5.37%
• 3 Year Returns: 5.43%
• 5 Year Returns: 4.92%

• G-Sec | 84.59%
• Others | 15.00%
• Investment Banking & Brokerage | 0.41%

• 364 DAYS T-BILL - 04/03/2027 | 38.15%
• NET CURRENT ASSETS | 15.00%
• 6.90% GSEC MAT - 15/04/2065 | 12.97%
• 6.79% NI GSEC MAT 15/05/2027 | 11.92%
• 06.48% GSEC MAT- 06/10/2035 | 5.78%

• Government Securities | 46.44%
• Treasury Bills | 38.15%
• Cash & Equivalents | 15.00%
• Deposits | 0.41%

The alpha ratio for the UTI Gilt Fund-Reg(IDCW) is 0.94

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the UTI Gilt Fund-Reg(IDCW) is 2.40

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 Gilt Fund-Reg(IDCW) is 0.73

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 Gilt Fund-Reg(IDCW) is 0.09

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.