The current NAV of UTI Medium Duration Fund(Q-IDCW) is ₹14.55, as of 22nd April 2025.

The UTI Medium Duration Fund(Q-IDCW) was launched on 31st March 2015. This mutual fund's past returns are as follows:

• 1 Year Returns: 10.21%
• 3 Year Returns: 7.46%
• 5 Year Returns: 5.39%

The top sectors UTI Medium Duration Fund(Q-IDCW) has invested in are as follows:

• G-Sec | 50.02%
• Others | 16.03%
• Diversified Chemicals | 12.46%
• Pharmaceuticals | 5.12%
• Trucks & Buses | 5.05%

This data is as on 22nd April 2025.

The top 5 holdings for UTI Medium Duration Fund(Q-IDCW) are as follows:

• 07.18% GSEC MAT -14/08/2033 | 17.12%
• NET CURRENT ASSETS | 15.64%
• GSEC RESERVE BANK OF INDIA MATURING 22/08/2032 | 10.57%
• 7.79% UTTARPRADESH SDL 29/03/2033 | 8.15%
• GSEC RESERVE BANK OF INDIA MATURING 17/01/2032 | 7.62%

This data is as on 22nd April 2025.

The asset allocation for UTI Medium Duration Fund(Q-IDCW) is as follows:

• Government Securities | 50.02%
• Corporate Debt | 33.89%
• Cash & Equivalents | 15.64%
• N/A | 0.39%
• Deposits | 0.05%

This data is as on 22nd April 2025.

The AUM (i.e. assets under management) of UTI Medium Duration Fund(Q-IDCW) is ₹39.35 Cr as of 22nd April 2025.

The expense ratio of UTI Medium Duration Fund(Q-IDCW) Plan is 0.81 as of 22nd April 2025.

The volatility or standard deviation for the UTI Medium Duration Fund(Q-IDCW) is 0.97

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 Medium Duration Fund(Q-IDCW) is 6.21

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 Medium Duration Fund(Q-IDCW) is 0.79

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.