Reliance Money (India) Risk Analysis And Volatility Evaluation

111752 -- India Fund  

INR 1,039  1,039  9,223,372,036,855%

We consider Reliance Money unknown risk. Reliance Money Mgr maintains Sharpe Ratio (i.e. Efficiency) of 7.0E-4 which implies Reliance Money Mgr had 7.0E-4% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Reliance Money Mgr which you can use to evaluate future volatility of the fund. Please check Reliance Money Mgr Coefficient Of Variation of 945.83 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 1.0E-4%.
Horizon     30 Days    Login   to change

Reliance Money Mgr Technical Analysis

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Reliance Money Projected Return Density Against Market

Assuming 30 trading days horizon, Reliance Money has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Reliance Money are completely uncorrelated. Furthermore, Reliance Money Mgr Retl Qtr DivIt does not look like Reliance Money alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Reliance Money is 136518.28. The daily returns are destributed with a variance of 0.04 and standard deviation of 0.2. The mean deviation of Reliance Money Mgr Retl Qtr Div is currently at 0.13. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Reliance Money Return Volatility

Reliance Money Mgr Retl Qtr Div accepts 0.2048% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Reliance Money Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Reliance Money Investment Opportunity

Reliance Money Mgr Retl Qtr Div has a volatility of 0.2 and is 9.223372036854776E16 times more volatile than DOW. 1% of all equities and portfolios are less risky than Reliance Money. Compared to the overall equity markets, volatility of historical daily returns of Reliance Money Mgr Retl Qtr Div is lower than 1 (%) of all global equities and portfolios over the last 30 days.

Reliance Money Volatility Indicators

Reliance Money Mgr Retl Qtr Div Current Risk Indicators

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