JM Balanced (India) Manager Performance Evaluation

F00000V5UM -- India Fund  

INR 49.74  0.28  0.56%

The fund owns Beta (Systematic Risk) of -0.0256 which attests that as returns on market increase, returns on owning JM Balanced are expected to decrease at a much smaller rate. During bear market, JM Balanced is likely to outperform the market.. Even though it is essential to pay attention to JM Balanced Dir existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are 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. JM Balanced exposes twenty different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

JM Balanced Dir Relative Risk vs. Return Landscape

If you would invest  5,018  in JM Balanced Dir HY Bns Princ on August 22, 2018 and sell it today you would lose (44.00)  from holding JM Balanced Dir HY Bns Princ or give up 0.88% of portfolio value over 30 days. JM Balanced Dir HY Bns Princ is generating negative expected returns and assumes 0.5062% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than JM Balanced Dir HY Bns Princ 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, JM Balanced Dir HY Bns Princ is expected to under-perform the market. In addition to that, the company is 1.2 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.38 per unit of volatility.

JM Balanced Current Valuation

Not valued
September 21, 2018
49.74
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
JM Balanced is Unknown risk asset. JM Balanced Dir latest Real Value cannot be determined due to lack of data. The recent price of JM Balanced Dir is 49.74. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of JM Balanced Dir from inspecting 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 sooner or later instruments prices and their ongoing real values will blend.

JM Balanced Market Risk Analysis

Sharpe Ratio = -0.5774
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JM Balanced Relative Performance Indicators

Estimated Market Risk
 0.51
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.29
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average JM Balanced 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 JM Balanced by adding it to a well-diversified portfolio.

JM Balanced Performance Rating

JM Balanced Dir HY Bns Princ Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days JM Balanced Dir HY Bns Princ has generated negative risk-adjusted returns adding no value to fund investors.

JM Balanced Alerts

Equity Alerts and Improvement Suggestions

JM Balanced Dir generates negative expected return over the last 30 days
The fund retains about 30.25% of its assets under management (AUM) in cash
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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