• 1 Year Returns: 0.05%
• 3 Year Returns: 4.94%

• G-Sec | 82.92%
• Others | 16.51%
• Investment Banking & Brokerage | 0.56%

• 6.90% GSEC MAT - 15/04/2065 | 20.73%
• NET CURRENT ASSETS | 15.90%
• 07.37% CHHATTISGARH SGS Mat - 15/04/2031 | 15.03%
• 7.24% GSEC MAT- 18/08/2055 | 14.74%
• 7.09% GS MAT - 05/08/2054 | 14.48%

• Government Securities | 82.92%
• Cash & Equivalents | 15.90%
• N/A | 0.61%
• Deposits | 0.56%

The alpha ratio for the UTI Long Duration Fund-Reg(H-IDCW) is -0.83

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 Long Duration Fund-Reg(H-IDCW) is 4.65

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 Long Duration Fund-Reg(H-IDCW) is -0.97

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 Long Duration Fund-Reg(H-IDCW) is -0.10

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.