UTI Medium to Long Duration Fund(A-IDCW)

The current NAV of UTI Medium to Long Duration Fund(A-IDCW) is ₹13.17, as of 13th March 2025.

The UTI Medium to Long Duration Fund(A-IDCW) was launched on 15th September 2014. This mutual fund's past returns are as follows:

• 1 Year Returns: 3.61%
• 3 Year Returns: 4.30%
• 5 Year Returns: 5.20%

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

• G-Sec | 58.02%
• Specialized Finance | 12.80%
• Power Generation | 11.29%
• Home Financing | 8.07%
• Others | 7.86%

This data is as on 13th March 2025.

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

• 6.92% G SEC MAT- 18/11/39 | 38.58%
• 6.79% GOVT BONDS - 07/10/2034 | 16.12%
• NCD LIC HOUSING FINANCE LTD. | 8.07%
• NCD HDB FINANCIAL SERVICES LTD. | 7.97%
• NCD JAMNAGAR UTILITIES AND POWER PRIVATE LIMITED | 6.48%

This data is as on 13th March 2025.

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

• Government Securities | 58.02%
• Corporate Debt | 33.78%
• Secured Debt | 4.70%
• Cash & Equivalents | 2.88%
• Deposits | 0.34%

This data is as on 13th March 2025.

The AUM (i.e. assets under management) of UTI Medium to Long Duration Fund(A-IDCW) is ₹311.56 Cr as of 13th March 2025.

The expense ratio of UTI Medium to Long Duration Fund(A-IDCW) Plan is 1.17 as of 13th March 2025.

The volatility or standard deviation for the UTI Medium to Long Duration Fund(A-IDCW) is 1.74

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 to Long Duration Fund(A-IDCW) is 2.15

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 to Long Duration Fund(A-IDCW) is 0.22

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.