IDBI ST (India) Manager Performance Evaluation

IDBISTBONDGR -- India Fund  

INR 17.83  0.02  0.11%

The fund owns Beta (Systematic Risk) of -0.0649 which attests that as returns on market increase, returns on owning IDBI ST are expected to decrease at a much smaller rate. During bear market, IDBI ST is likely to outperform the market.. Although it is extremely important to respect IDBI ST Bond 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 ST Bond technical indicators you can right now evaluate if the expected return of 0.188% will be sustainable into the future.
Horizon     30 Days    Login   to change

IDBI ST Bond Relative Risk vs. Return Landscape

If you would invest  1,773  in IDBI ST Bond Gr on November 19, 2018 and sell it today you would earn a total of  10.00  from holding IDBI ST Bond Gr or generate 0.56% return on investment over 30 days. IDBI ST Bond Gr is generating 0.188% of daily returns and assumes 0.3256% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than IDBI ST Bond Gr and 97% 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 ST Bond Gr is expected to generate 0.24 times more return on investment than the market. However, the company is 4.14 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

IDBI ST Current Valuation

Not valued
December 19, 2018
Market Value
Real Value
Target Odds
IDBI ST is Unknown risk asset. IDBI ST Bond latest Real Value cannot be determined due to lack of data. The recent price of IDBI ST Bond is 17.83. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDBI ST Bond 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 ST Market Risk Analysis

Sharpe Ratio = 0.5774
Good Returns
Average Returns
Negative Returns

IDBI ST Relative Performance Indicators

Estimated Market Risk
  actual daily
 2 %
of total potential
Expected Return
  actual daily
 3 %
of total potential
Risk-Adjusted Return
  actual daily
 38 %
of total potential
Based on monthly moving average IDBI ST is performing at about 38% 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 ST by adding it to a well-diversified portfolio.

IDBI ST Performance Rating

IDBI ST Bond Gr Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IDBI ST Bond Gr are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

IDBI ST Alerts

Equity Alerts and Improvement Suggestions

IDBI ST Bond is not yet fully synchronised with the market data
The fund retains about 52.11% of its assets under management (AUM) in cash

IDBI ST Performance Indicators

IDBI ST Bond Basic Price Performance Measures

Fifty Two Week Low16.9732
Fifty Two Week High17.4494
Annual Report Expense Ratio1.02%
Please also check Risk vs Return Analysis. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.