IDBI Liquid (India) Manager Performance Evaluation

F00000PCSI -- India Fund  

INR 1,925  0.78  0.0405%

The fund owns Beta (Systematic Risk) of 0.4763 which attests that as returns on market increase, IDBI Liquid returns are expected to increase less than the market. However during bear market, the loss on holding IDBI Liquid will be expected to be smaller as well.. Although it is extremely important to respect IDBI Liquid Dir existing price patterns, it is better to be realistic regarding the information on equity price patterns. 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 examining IDBI Liquid Dir technical indicators you can right now evaluate if the expected return of 0.1291% will be sustainable into the future.
Horizon     30 Days    Login   to change

IDBI Liquid Dir Relative Risk vs. Return Landscape

If you would invest  191,477  in IDBI Liquid Dir Gr on August 25, 2018 and sell it today you would earn a total of  989.00  from holding IDBI Liquid Dir Gr or generate 0.52% return on investment over 30 days. IDBI Liquid Dir Gr is generating 0.1291% of daily returns and assumes 0.2319% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than IDBI Liquid Dir Gr and 98% 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, IDBI Liquid Dir Gr is expected to generate 0.54 times more return on investment than the market. However, the company is 1.86 times less risky than the market. It trades about 0.56 of its potential returns per unit of risk. The DOW is currently generating roughly 0.24 per unit of risk.

IDBI Liquid Current Valuation

Not valued
September 24, 2018
1,925
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
IDBI Liquid is Unknown risk asset. IDBI Liquid Dir latest Real Value cannot be determined due to lack of data. The recent price of IDBI Liquid Dir is 1924.66. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDBI Liquid Dir from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to invest in undervalued equities and to sell overvalued equities since in the future instruments prices and their ongoing real values will blend.

IDBI Liquid Market Risk Analysis

Sharpe Ratio = 0.5565
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CashF00000PCSIAverage
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IDBI Liquid Relative Performance Indicators

Estimated Market Risk
 0.23
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.56
  actual daily
 
 36 %
of total potential
  
Based on monthly moving average IDBI Liquid is performing at about 36% 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 IDBI Liquid by adding it to a well-diversified portfolio.

IDBI Liquid Performance Rating

IDBI Liquid Dir Gr Risk Adjusted Performance Analysis

36 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IDBI Liquid Dir Gr are ranked lower than 36 (%) of all funds and portfolios of funds over the last 30 days.

IDBI Liquid Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 100.0% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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