SBI Mutual (India) Performance
| SETF10GILT | 242.44 0.13 0.05% |
The entity has a beta of 0.016, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SBI Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding SBI Mutual is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in SBI Mutual Fund are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, SBI Mutual is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
SBI |
SBI Mutual Relative Risk vs. Return Landscape
If you would invest 23,683 in SBI Mutual Fund on September 12, 2024 and sell it today you would earn a total of 561.00 from holding SBI Mutual Fund or generate 2.37% return on investment over 90 days. SBI Mutual Fund is generating 0.0381% of daily returns and assumes 0.2466% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than SBI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SBI Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SBI Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SBI Mutual Fund, and traders can use it to determine the average amount a SBI 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 = 0.1544
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SETF10GILT |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average SBI Mutual is performing at about 12% 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 SBI Mutual by adding it to a well-diversified portfolio.