Taurus Nifty (India) Manager Performance Evaluation

TAURUSNIFTYI -- India Fund  

INR 20.72  0.36  1.71%

The entity has beta of -0.5083 which indicates as returns on market increase, returns on owning Taurus Nifty are expected to decrease at a much smaller rate. During bear market, Taurus Nifty is likely to outperform the market.. Even though it is essential to pay attention to Taurus Nifty Index current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Taurus Nifty Index Gr exposes twenty different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Taurus Nifty Index Relative Risk vs. Return Landscape

If you would invest  2,100  in Taurus Nifty Index Gr on August 25, 2018 and sell it today you would lose (28.00)  from holding Taurus Nifty Index Gr or give up 1.33% of portfolio value over 30 days. Taurus Nifty Index Gr is generating negative expected returns and assumes 1.1124% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Taurus Nifty Index Gr 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, Taurus Nifty Index Gr is expected to under-perform the market. In addition to that, the company is 2.59 times more volatile than its market benchmark. It trades about -0.4 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.24 per unit of volatility.

Taurus Nifty Current Valuation

Not valued
September 24, 2018
20.72
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Taurus Nifty is Unknown risk asset. Taurus Nifty Index current Real Value cannot be determined due to lack of data. The regular price of Taurus Nifty Index is 20.72. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Taurus Nifty Index from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Taurus Nifty Market Risk Analysis

Sharpe Ratio = -0.3976
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Taurus Nifty Relative Performance Indicators

Estimated Market Risk
 1.11
  actual daily
 
 90 %
of total potential
  
Expected Return
 -0.44
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.4
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Taurus Nifty 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 Taurus Nifty by adding it to a well-diversified portfolio.

Taurus Nifty Performance Rating

Taurus Nifty Index Gr Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Taurus Nifty Index Gr has generated negative risk-adjusted returns adding no value to fund investors.

Taurus Nifty Alerts

Equity Alerts and Improvement Suggestions

Taurus Nifty Index generates negative expected return over the last 30 days
The fund maintains 99.55% of its assets in stocks

Taurus Nifty Performance Indicators

Taurus Nifty Index Basic Price Performance Measures

Fifty Two Week Low18.4255
Fifty Two Week High20.2619
Annual Report Expense Ratio1.59%
Also please take a look at World Market Map. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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