IDBI Gilt (India) Manager Performance Evaluation

118446 -- India Fund  

INR 10.96  0.07  0.64%

The fund owns Beta (Systematic Risk) of 0.5785 which attests that as returns on market increase, IDBI Gilt returns are expected to increase less than the market. However during bear market, the loss on holding IDBI Gilt will be expected to be smaller as well.. Even though it is essential to pay attention to IDBI Gilt Fund existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach into determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. IDBI Gilt exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

IDBI Gilt Fund Relative Risk vs. Return Landscape

If you would invest  1,101  in IDBI Gilt Fund Dir Qt Div on August 22, 2018 and sell it today you would lose (12.00)  from holding IDBI Gilt Fund Dir Qt Div or give up 1.09% of portfolio value over 30 days. IDBI Gilt Fund Dir Qt Div is generating negative expected returns and assumes 0.6293% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than IDBI Gilt Fund Dir Qt Div and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, IDBI Gilt Fund Dir Qt Div is expected to under-perform the market. In addition to that, the company is 1.5 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.38 per unit of volatility.

IDBI Gilt Current Valuation

Not valued
September 21, 2018
10.96
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
IDBI Gilt is Unknown risk asset. IDBI Gilt Fund latest Real Value cannot be determined due to lack of data. The recent price of IDBI Gilt Fund is 10.96. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDBI Gilt Fund from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to invest in undervalued equities and to sell overvalued equities since in the future instruments prices and their ongoing real values will blend.

IDBI Gilt Market Risk Analysis

Sharpe Ratio = -0.5774
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Negative Returns118446

IDBI Gilt Relative Performance Indicators

Estimated Market Risk
 0.63
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.36
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average IDBI Gilt is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IDBI Gilt by adding it to a well-diversified portfolio.

IDBI Gilt Performance Rating

IDBI Gilt Fund Dir Qt Div Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days IDBI Gilt Fund Dir Qt Div has generated negative risk-adjusted returns adding no value to fund investors.

IDBI Gilt Alerts

Equity Alerts and Improvement Suggestions

IDBI Gilt Fund generates negative expected return over the last 30 days
The fund holds about 5.22% of its total net assets in cash

IDBI Gilt Performance Indicators

IDBI Gilt Fund Basic Price Performance Measures

Fifty Two Week Low11.3931
Fifty Two Week High11.3931
Annual Report Expense Ratio0.00%
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