Taurus Liquid (India) Risk Analysis And Volatility Evaluation

F000000IE7 -- India Fund  

INR 2,135  0.99  0.0464%

Our philosophy towards measuring 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 Taurus Liquid Gr which you can use to evaluate future volatility of the fund. Please validate Taurus Liquid Coefficient Of Variation of 328.03 and Risk Adjusted Performance of 0.3722 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Taurus Liquid Market Sensitivity

As returns on market increase, Taurus Liquid returns are expected to increase less than the market. However during bear market, the loss on holding Taurus Liquid will be expected to be smaller as well.
One Month Beta |Analyze Taurus Liquid Gr Demand Trend
Check current 30 days Taurus Liquid correlation with market (DOW)
β = 0.112

Taurus Liquid Central Daily Price Deviation

Taurus Liquid Gr Technical Analysis

Transformation
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Taurus Liquid Projected Return Density Against Market

Assuming 30 trading days horizon, Taurus Liquid has beta of 0.112 suggesting as returns on market go up, Taurus Liquid average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Taurus Liquid Gr will be expected to be much smaller as well. Moreover, Taurus Liquid Gr has an alpha of 0.2349 implying that it can potentially generate 0.2349% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.23
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.39

Taurus Liquid Return Volatility

Taurus Liquid Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Taurus Liquid Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Taurus Liquid Investment Opportunity

DOW has a standard deviation of returns of 1.27 and is 9.223372036854776E16 times more volatile than Taurus Liquid Gr. 0% of all equities and portfolios are less risky than Taurus Liquid. Compared to the overall equity markets, volatility of historical daily returns of Taurus Liquid Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Taurus Liquid Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Taurus Liquid to be traded at 2241.63 in 30 days. As returns on market increase, Taurus Liquid returns are expected to increase less than the market. However during bear market, the loss on holding Taurus Liquid will be expected to be smaller as well.

Taurus Liquid correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Taurus Liquid Gr and equity matching DJI index in the same portfolio.

Taurus Liquid Volatility Indicators

Taurus Liquid Gr Current Risk Indicators

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