IDFC Dynamic (India) Alpha and Beta Analysis Overview

131355 -- India Fund  

INR 13.81  0.10  0.72%

This module allows you to check different measures of market premium for IDFC Dynamic Equity Dir Gr as well as systematic risk associated with investing in IDFC Dynamic over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
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IDFC Dynamic Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


IDFC Dynamic Fundamentals

 Better Than Average     
 Worse Than Average Compare IDFC Dynamic to competition

IDFC Dynamic Fundamental Vs Peers

FundamentalsIDFC DynamicPeer Average
Price to Earning16.72 times7.60 times
Price to Book2.41 times1.04 times
Price to Sales1.93 times1.03 times
One Year Return(0.31) % 2.30 %
Minimum Initial Investment5 K8.09 M
Holdings Turnover170.10 % 51.27 %
Cash Position Weight51.64 % 14.48 %

IDFC Dynamic Opportunities

IDFC Dynamic Return and Market Media

The median price of IDFC Dynamic for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 0.0 with a coefficient of variation of 222.49. The daily time series for the period is distributed with a sample standard deviation of 5.59, arithmetic mean of 2.51, and mean deviation of 4.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - 131355

IDFC Dynamic Equity Investor Sentiment

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