ICICI Pru (India) Manager Performance Evaluation

F00000H69X -- India Fund  

INR 25.90  0.03  0.12%

The entity retains Market Volatility (i.e. Beta) of 0.0355 which attests that as returns on market increase, ICICI Pru returns are expected to increase less than the market. However during bear market, the loss on holding ICICI Pru will be expected to be smaller as well.. Even though it is essential to pay attention to ICICI Pru Life current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach towards 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. ICICI Pru Life exposes twenty different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

ICICI Pru Life Relative Risk vs. Return Landscape

If you would invest  2,595  in ICICI Pru Life Protector III on August 24, 2018 and sell it today you would lose (5.00)  from holding ICICI Pru Life Protector III or give up 0.19% of portfolio value over 30 days. ICICI Pru Life Protector III is generating negative expected returns and assumes 0.1819% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than ICICI Pru Life Protector III 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, ICICI Pru Life Protector III is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.47 times less risky than the market. the firm trades about -0.26 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.

ICICI Pru Current Valuation

Not valued
September 23, 2018
25.90
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
ICICI Pru is Unknown risk asset. ICICI Pru Life regular Real Value cannot be determined due to lack of data. The prevalent price of ICICI Pru Life is 25.9. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of ICICI Pru Life 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.

ICICI Pru Market Risk Analysis

Sharpe Ratio = -0.2643
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ICICI Pru Relative Performance Indicators

Estimated Market Risk
 0.18
  actual daily
 
 99 %
of total potential
  
Expected Return
 -0.05
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.26
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average ICICI Pru 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 ICICI Pru by adding it to a well-diversified portfolio.

ICICI Pru Performance Rating

ICICI Pru Life Protector III Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days ICICI Pru Life Protector III has generated negative risk-adjusted returns adding no value to fund investors.

ICICI Pru Alerts

Equity Alerts and Improvement Suggestions

ICICI Pru Life generates negative expected return over the last 30 days
The fund retains about 12.0% of its assets under management (AUM) in cash

ICICI Pru Performance Indicators

ICICI Pru Life Basic Price Performance Measures

Fifty Two Week Low25.5495
Fifty Two Week High25.7304
Annual Report Expense Ratio0.00%
Additionally see Investing Opportunities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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