UTI Long (India) Manager Performance Evaluation

F00000PDLD -- India Fund  

INR 22.73  0.08  0.35%

The entity has beta of 0.0885 which indicates as returns on market increase, UTI Long returns are expected to increase less than the market. However during bear market, the loss on holding UTI Long will be expected to be smaller as well.. Even though it is essential to pay attention to UTI Long Term current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis way in which we are measuring 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. UTI Long Term Equity Dir Div exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

UTI Long Term Relative Risk vs. Return Landscape

If you would invest  2,310  in UTI Long Term Equity Dir Div on November 10, 2018 and sell it today you would lose (37.00)  from holding UTI Long Term Equity Dir Div or give up 1.6% of portfolio value over 30 days. UTI Long Term Equity Dir Div is generating negative expected returns and assumes 1.0764% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than UTI Long Term Equity Dir 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, UTI Long Term Equity Dir Div is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.21 times less risky than the market. the firm trades about -0.5 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 of returns per unit of risk over similar time horizon.

UTI Long Current Valuation

Not valued
December 10, 2018
22.73
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
UTI Long is Unknown risk asset. UTI Long Term current Real Value cannot be determined due to lack of data. The regular price of UTI Long Term is 22.73. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of UTI Long Term from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point in time securities prices and their ongoing real values will draw towards each other.

UTI Long Market Risk Analysis

Sharpe Ratio = -0.495
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UTI Long Relative Performance Indicators

Estimated Market Risk
 1.08
  actual daily
 
 9 %
of total potential
 
9
Expected Return
 -0.53
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.49
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average UTI Long 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 UTI Long by adding it to a well-diversified portfolio.

UTI Long Performance Rating

UTI Long Term Equity Dir Div Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days UTI Long Term Equity Dir Div has generated negative risk-adjusted returns adding no value to fund investors.

UTI Long Alerts

Equity Alerts and Improvement Suggestions

UTI Long Term is not yet fully synchronised with the market data
UTI Long Term generates negative expected return over the last 30 days
The fund retains about 5.94% of its assets under management (AUM) in cash

UTI Long Performance Indicators

UTI Long Term Basic Price Performance Measures

Fifty Two Week Low23.6521
Fifty Two Week High27.2473
Annual Report Expense Ratio1.87%
Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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