IDFC Banking (India) Manager Performance Evaluation

All EquitiesFundsIndia
Fund IDFC Banking Debt Reg Qtr Div
121937 -- India Fund  

INR 10.65  0.01  0.09%

The fund retains Market Volatility (i.e. Beta) of -0.0433 which attests that as returns on market increase, returns on owning IDFC Banking are expected to decrease at a much smaller rate. During bear market, IDFC Banking is likely to outperform the market.. Although it is extremely important to respect IDFC Banking Debt current price history, it is better to be realistic regarding the information on equity current price movements. The approach into determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting IDFC Banking Debt technical indicators you can right now evaluate if the expected return of 0.0313% will be sustainable into the future.
Horizon     30 Days    Login   to change

IDFC Banking Debt Relative Risk vs. Return Landscape

If you would invest  1,064  in IDFC Banking Debt Reg Qtr Div on August 25, 2018 and sell it today you would earn a total of  1.00  from holding IDFC Banking Debt Reg Qtr Div or generate 0.09% return on investment over 30 days. IDFC Banking Debt Reg Qtr Div is generating 0.0313% of daily returns and assumes 0.0543% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than IDFC Banking Debt Reg Qtr 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, IDFC Banking Debt Reg Qtr Div is expected to generate 4.23 times less return on investment than the market. But when comparing it to its historical volatility, the company is 7.68 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 of returns per unit of risk over similar time horizon.

IDFC Banking Current Valuation

Not valued
September 24, 2018
10.65
Market Value
Downside
0.00
0.00
Real Value
Target Odds
  
0.00
Upside
IDFC Banking is Unknown risk asset. IDFC Banking Debt regular Real Value cannot be determined due to lack of data. The prevalent price of IDFC Banking Debt is 10.65. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDFC Banking Debt from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.

IDFC Banking Market Risk Analysis

Sharpe Ratio = 0.5774
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121937
Based on monthly moving average IDFC Banking is performing at about 38% 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 IDFC Banking by adding it to a well-diversified portfolio.

IDFC Banking Performance Rating

IDFC Banking Debt Reg Qtr Div Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IDFC Banking Debt Reg Qtr Div are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

IDFC Banking Alerts

Equity Alerts and Improvement Suggestions

The fund holds about 100.0% of its total net assets in cash
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