Canara Robeco (India) Manager Performance Evaluation

F00000PDSP -- India Fund  

INR 25.30  0.07  0.28%

The organization shows Beta (market volatility) of -0.165 which signifies that as returns on market increase, returns on owning Canara Robeco are expected to decrease at a much smaller rate. During bear market, Canara Robeco is likely to outperform the market.. Although it is extremely important to respect Canara Robeco Sav historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 analyzing Canara Robeco Sav technical indicators you can presently evaluate if the expected return of 2.0E-4% will be sustainable into the future.
Horizon     30 Days    Login   to change

Canara Robeco Sav Relative Risk vs. Return Landscape

If you would invest  2,523  in Canara Robeco Sav Pl Dir Div on August 27, 2018 and sell it today you would earn a total of  0.00  from holding Canara Robeco Sav Pl Dir Div or generate 0.0% return on investment over 30 days. Canara Robeco Sav Pl Dir Div is generating 2.0E-4% of daily returns and assumes 0.2262% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Canara Robeco Sav Pl 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, Canara Robeco Sav Pl Dir Div is expected to generate 406.0 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.99 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The DOW is currently generating roughly 0.18 of returns per unit of risk over similar time horizon.

Canara Robeco Current Valuation

Not valued
September 26, 2018
25.30
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Canara Robeco is Unknown risk asset. Canara Robeco Sav prevailing Real Value cannot be determined due to lack of data. The current price of Canara Robeco Sav is 25.3. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Canara Robeco Sav from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Canara Robeco Market Risk Analysis

Sharpe Ratio = 8.0E-4
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Canara Robeco Relative Performance Indicators

Estimated Market Risk
 0.23
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Canara Robeco 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 Canara Robeco by adding it to a well-diversified portfolio.

Canara Robeco Performance Rating

Canara Robeco Sav Pl Dir Div Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Canara Robeco Sav Pl Dir Div has generated negative risk-adjusted returns adding no value to fund investors.

Canara Robeco Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 79.73% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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