HDFC Nifty (India) Performance
| HDFCNIF100 | 24.42 0.18 0.74% |
The etf retains a Market Volatility (i.e., Beta) of -0.0315, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HDFC Nifty are expected to decrease at a much lower rate. During the bear market, HDFC Nifty is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days HDFC Nifty 100 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, HDFC Nifty is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
HDFC |
HDFC Nifty Relative Risk vs. Return Landscape
If you would invest 2,549 in HDFC Nifty 100 on January 2, 2025 and sell it today you would lose (107.00) from holding HDFC Nifty 100 or give up 4.2% of portfolio value over 90 days. HDFC Nifty 100 is generating negative expected returns and assumes 0.9662% volatility on return distribution over the 90 days horizon. Simply put, 8% 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 Nifty Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HDFC Nifty's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HDFC Nifty 100, and traders can use it to determine the average amount a HDFC Nifty'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 = -0.0668
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HDFCNIF100 |
Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HDFC Nifty 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 Nifty by adding HDFC Nifty to a well-diversified portfolio.
| HDFC Nifty 100 generated a negative expected return over the last 90 days |