Kotak OM (India) Manager Performance Evaluation

F00000H3OH -- India Fund  

INR 26.27  0.03  0.11%

The fund secures Beta (Market Risk) of -0.0972 which conveys that as returns on market increase, returns on owning Kotak OM are expected to decrease at a much smaller rate. During bear market, Kotak OM is likely to outperform the market.. Even though it is essential to pay attention to Kotak OM Life price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Kotak OM exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Kotak OM Life Relative Risk vs. Return Landscape

If you would invest  2,632  in Kotak OM Life Dynamic Floating Rate on August 24, 2018 and sell it today you would lose (2.00)  from holding Kotak OM Life Dynamic Floating Rate or give up 0.08% of portfolio value over 30 days. Kotak OM Life Dynamic Floating Rate is generating negative expected returns and assumes 0.1261% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Kotak OM Life Dynamic Floating Rate 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, Kotak OM Life Dynamic Floating Rate is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 3.56 times less risky than the market. the firm trades about -0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 of returns per unit of risk over similar time horizon.

Kotak OM Current Valuation

Not valued
September 23, 2018
26.27
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Kotak OM is Unknown risk asset. Kotak OM Life last-minute Real Value cannot be determined due to lack of data. The latest price of Kotak OM Life is 26.27. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Kotak OM Life from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Kotak OM Market Risk Analysis

Sharpe Ratio = -0.1503
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Kotak OM Relative Performance Indicators

Estimated Market Risk
 0.13
  actual daily
 
 99 %
of total potential
  
Expected Return
 -0.02
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.15
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Kotak OM 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 Kotak OM by adding it to a well-diversified portfolio.

Kotak OM Performance Rating

Kotak OM Life Dynamic Floating Rate Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Kotak OM Life Dynamic Floating Rate has generated negative risk-adjusted returns adding no value to fund investors.

Kotak OM Alerts

Equity Alerts and Improvement Suggestions

Kotak OM Life generates negative expected return over the last 30 days
The fund retains about 55.72% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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