Data collected by managed instances of SQL Server are stored in the utility management data warehouse (UMDW); the UMDW file name is sysutility_mdw.
You can configure the UMDW data retention period. For more information, see Utility Administration (SQL Server Utility).
The following configuration settings are not configurable in this release of SQL Server:
UMDW name: Sysutility_mdw.
Collection set upload frequency: Every 15 minutes.
The UMDW directory is configurable: <System drive>:\Program Files\Microsoft SQL Server\MSSQL10_50.
\MSSQL\Data\, where <System drive> is normally the C:\ drive. The log file, Sysutility_mdw_<GUID>_LOG, is located in the same directory.
The UMDW (sysutility_mdw) file location can be changed using detach/attach or ALTER DATABASE. We recommend the use of ALTER DATABASE. For more information see ALTER DATABASE (Transact-SQL).