IDBI Gilt (India) Risk Analysis And Volatility Evaluation

118446 -- India Fund  

INR 10.96  0.00  0.00%

Macroaxis considers IDBI Gilt to be unknown risk. IDBI Gilt Fund retains Efficiency (Sharpe Ratio) of -0.1554 which attests that IDBI Gilt Fund had -0.1554% of return per unit of return volatility over the last 1 month. Macroaxis approach into determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. IDBI Gilt exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IDBI Gilt Fund Dir Qt Div to validate risk estimate we provide.
Horizon     30 Days    Login   to change

IDBI Gilt Fund Technical Analysis

Transformation
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IDBI Gilt Projected Return Density Against Market

Assuming 30 trading days horizon, IDBI Gilt has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and IDBI Gilt are completely uncorrelated. Furthermore, IDBI Gilt Fund Dir Qt DivIt does not look like IDBI Gilt alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of IDBI Gilt is -643.3. The daily returns are destributed with a variance of 0.52 and standard deviation of 0.72. The mean deviation of IDBI Gilt Fund Dir Qt Div is currently at 0.49. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.72
Ir
Information ratio =0.00

IDBI Gilt Return Volatility

IDBI Gilt Fund Dir Qt Div accepts 0.7191% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IDBI Gilt Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

IDBI Gilt Investment Opportunity

IDBI Gilt Fund Dir Qt Div has a volatility of 0.72 and is 1.6 times more volatile than DOW. 6% of all equities and portfolios are less risky than IDBI Gilt. Compared to the overall equity markets, volatility of historical daily returns of IDBI Gilt Fund Dir Qt Div is lower than 6 (%) of all global equities and portfolios over the last 30 days.

IDBI Gilt Volatility Indicators

IDBI Gilt Fund Dir Qt Div Current Risk Indicators

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