IDFC UST (India) Manager Performance Evaluation

IDFCUSTQTDIV -- India Fund  

INR 10.86  0.01  0.09%

The fund retains Market Volatility (i.e. Beta) of -0.0464 which attests that as returns on market increase, returns on owning IDFC UST are expected to decrease at a much smaller rate. During bear market, IDFC UST is likely to outperform the market.. Although it is extremely important to respect IDFC UST Reg current price history, it is better to be realistic regarding the information on equity current price movements. 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 inspecting IDFC UST Reg technical indicators you can right now evaluate if the expected return of 0.0307% will be sustainable into the future.
Horizon     30 Days    Login   to change

IDFC UST Reg Relative Risk vs. Return Landscape

If you would invest  1,085  in IDFC UST Reg Qtr Div on August 25, 2018 and sell it today you would earn a total of  1.00  from holding IDFC UST Reg Qtr Div or generate 0.09% return on investment over 30 days. IDFC UST Reg Qtr Div is generating 0.0307% of daily returns and assumes 0.0532% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than IDFC UST Reg Qtr 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, IDFC UST Reg Qtr Div is expected to generate 3.3 times less return on investment than the market. But when comparing it to its historical volatility, the company is 8.09 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 0.24 of returns per unit of risk over similar time horizon.

IDFC UST Current Valuation

Not valued
September 24, 2018
10.86
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
IDFC UST is Unknown risk asset. IDFC UST Reg regular Real Value cannot be determined due to lack of data. The prevalent price of IDFC UST Reg is 10.86. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDFC UST Reg from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.

IDFC UST Market Risk Analysis

Sharpe Ratio = 0.5774
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IDFCUSTQTDIV
Based on monthly moving average IDFC UST 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 IDFC UST by adding it to a well-diversified portfolio.

IDFC UST Performance Rating

IDFC UST Reg Qtr Div Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IDFC UST Reg Qtr Div are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

IDFC UST Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 57.74% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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