JM Gov (India) Manager Performance Evaluation

JMGOVSECMNDI -- India Fund  

INR 25.56  0.09  0.35%

The fund owns Beta (Systematic Risk) of 0.1011 which attests that as returns on market increase, JM Gov returns are expected to increase less than the market. However during bear market, the loss on holding JM Gov will be expected to be smaller as well.. Even though it is essential to pay attention to JM Gov Sec 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 Gov exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

JM Gov Sec Relative Risk vs. Return Landscape

If you would invest  2,565  in JM Gov Sec Mn Div on October 21, 2018 and sell it today you would lose (9.00)  from holding JM Gov Sec Mn Div or give up 0.35% of portfolio value over 30 days. JM Gov Sec Mn Div is generating negative expected returns and assumes 0.2026% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than JM Gov Sec Mn 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, JM Gov Sec Mn Div is expected to generate 0.16 times more return on investment than the market. However, the company is 6.41 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 -0.1 per unit of risk.

JM Gov Current Valuation

Not valued
November 20, 2018
25.56
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
JM Gov is Unknown risk asset. JM Gov Sec latest Real Value cannot be determined due to lack of data. The recent price of JM Gov Sec is 25.56. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of JM Gov Sec 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 Gov Market Risk Analysis

Sharpe Ratio = -0.5774
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JM Gov Relative Performance Indicators

Estimated Market Risk
 0.2
  actual daily
 
 99 %
of total potential
  
Expected Return
 -0.12
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average JM Gov 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 Gov by adding it to a well-diversified portfolio.

JM Gov Performance Rating

JM Gov Sec Mn Div Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days JM Gov Sec Mn Div has generated negative risk-adjusted returns adding no value to fund investors.

JM Gov Alerts

Equity Alerts and Improvement Suggestions

JM Gov Sec is not yet fully synchronised with the market data
JM Gov Sec generates negative expected return over the last 30 days
The fund retains about 6.65% of its assets under management (AUM) in cash

JM Gov Performance Indicators

JM Gov Sec Basic Price Performance Measures

Fifty Two Week Low24.7856
Fifty Two Week High25.5882
Please also check Risk vs Return Analysis. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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