The current NAV of UTI Short Duration Fund(H-IDCW) is ₹13.67, as of 25th April 2025.

The UTI Short Duration Fund(H-IDCW) was launched on 16th September 2014. This mutual fund's past returns are as follows:

• 1 Year Returns: 9.38%
• 3 Year Returns: 5.82%
• 5 Year Returns: -0.62%

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

• Public Banks | 29.22%
• Consumer Finance | 18.50%
• G-Sec | 17.61%
• Specialized Finance | 13.34%
• Home Financing | 8.94%

This data is as on 25th April 2025.

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

• 6.79% GOVT BONDS - 07/10/2034 | 15.82%
• NCD LIC HOUSING FINANCE LTD. | 6.92%
• NCD NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT | 6.89%
• NCD SMALL INDUSTRIES DEVELOPMENT BANK OF INDIA | 6.89%
• NCD NATIONAL HOUSING BANK | 6.88%

This data is as on 25th April 2025.

The asset allocation for UTI Short Duration Fund(H-IDCW) is as follows:

• Corporate Debt | 71.84%
• Government Securities | 17.61%
• Cash & Equivalents | 4.08%
• Certificate of Deposit | 3.65%
• Secured Debt | 2.51%

This data is as on 25th April 2025.

The AUM (i.e. assets under management) of UTI Short Duration Fund(H-IDCW) is ₹2565.85 Cr as of 25th April 2025.

The expense ratio of UTI Short Duration Fund(H-IDCW) Plan is 0.42 as of 25th April 2025.

The volatility or standard deviation for the UTI Short Duration Fund(H-IDCW) is 0.71

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 Short Duration Fund(H-IDCW) is 7.40

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 Short Duration Fund(H-IDCW) is 1.06

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.