HDFC Mutual (India) Performance
| HDFCNEXT50 | 73.66 0.20 0.27% |
The etf retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HDFC Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding HDFC Mutual is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days HDFC Mutual Fund has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, HDFC Mutual is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
HDFC |
HDFC Mutual Relative Risk vs. Return Landscape
If you would invest 7,621 in HDFC Mutual Fund on September 12, 2024 and sell it today you would lose (255.00) from holding HDFC Mutual Fund or give up 3.35% of portfolio value over 90 days. HDFC Mutual Fund is generating negative expected returns and assumes 1.123% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than HDFC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HDFC Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HDFC Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HDFC Mutual Fund, and traders can use it to determine the average amount a HDFC Mutual's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0433
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HDFCNEXT50 |
Estimated Market Risk
| 1.12 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HDFC Mutual is not performing at its full potential. However, 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 HDFC Mutual by adding HDFC Mutual to a well-diversified portfolio.
| HDFC Mutual Fund generated a negative expected return over the last 90 days |