• 1 Year Returns: 12.45%
• 3 Year Returns: 23.59%
• 5 Year Returns: 20.28%

• IT Services & Consulting | 12.12%
• Private Banks | 12.11%
• Pharmaceuticals | 7.37%
• Specialized Finance | 6.90%
• Oil & Gas - Refining & Marketing | 6.11%

• HDFC Bank Ltd | 5.36%
• NET CURRENT ASSETS | 3.68%
• Infosys Ltd | 3.48%
• ICICI Bank Ltd | 3.40%
• Reliance Industries Ltd | 3.11%

• Equity | 95.55%
• Cash & Equivalents | 3.68%
• Rights | 0.46%
• REITs & InvIT | 0.17%
• Deposits | 0.15%

The alpha ratio for the UTI Large & Mid Cap Fund is 2.84

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 Large & Mid Cap Fund is 12.46

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 Large & Mid Cap Fund is 0.56

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 Large & Mid Cap Fund is 0.06

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.