IDBI Debt (India) Manager Performance Evaluation

F00000T0IL -- India Fund  

INR 10.27  0.02  0.19%

The fund owns Beta (Systematic Risk) of 1.1382 which attests that IDBI Debt returns are very sensitive to returns on the market. as market goes up or down, IDBI Debt is expected to follow.. Even though it is essential to pay attention to IDBI Debt Opp existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach into 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. IDBI Debt exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

IDBI Debt Opp Relative Risk vs. Return Landscape

If you would invest  1,032  in IDBI Debt Opp Reg Qty Div on August 22, 2018 and sell it today you would lose (5.00)  from holding IDBI Debt Opp Reg Qty Div or give up 0.48% of portfolio value over 30 days. IDBI Debt Opp Reg Qty Div is generating negative expected returns and assumes 0.2797% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than IDBI Debt Opp Reg Qty 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, IDBI Debt Opp Reg Qty 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 1.4 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 of returns per unit of risk over similar time horizon.

IDBI Debt Current Valuation

Not valued
September 21, 2018
10.27
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
IDBI Debt is Unknown risk asset. IDBI Debt Opp latest Real Value cannot be determined due to lack of data. The recent price of IDBI Debt Opp is 10.27. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDBI Debt Opp 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 Debt Market Risk Analysis

Sharpe Ratio = -0.5774
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IDBI Debt Relative Performance Indicators

Estimated Market Risk
 0.28
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.16
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average IDBI Debt 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 IDBI Debt by adding it to a well-diversified portfolio.

IDBI Debt Performance Rating

IDBI Debt Opp Reg Qty Div Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days IDBI Debt Opp Reg Qty Div has generated negative risk-adjusted returns adding no value to fund investors.

IDBI Debt Alerts

Equity Alerts and Improvement Suggestions

IDBI Debt Opp generates negative expected return over the last 30 days
The fund retains about 60.69% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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