Narnolia

Narnolia

Toll Free No: 1800-103-7212
HomeRisk Return Profile

Risk Return Profile

  • India 3T Multi Cap Fund

    Asset Class : Equity Historical Return : 23% Expected Risk-Adjusted Return Ratio*1.5

    Features

    Fund that captures the India growth story; wealth builder for the investor

  • Model Mutual Fund

    Asset Class : Equity Historical Return : 12% Expected Risk-Adjusted Return Ratio*1.0

    Features

    For the conservative retail investor, tracks the index closely

  • Stratsbay Hedge Fund

    Asset Class : Multi - Asset Historical Return : 16% Expected Risk-Adjusted Return Ratio*2.0

    Features

    For investors having a minimum 2yrs horizon and looking for consistent risk adjusted return

  • FX All Weather

    Asset Class : Foreign Exchange Historical Return : 12% Expected Risk-Adjusted Return Ratio*1.5

    Features

    Takes advantage of interest rates and economic differential between currencies; provides diversification

  • FI All Weather

    Asset Class : Fixed IncomeHistorical Return : 8% Expected Risk-Adjusted Return Ratio*3.0

    Features

    Aim is to outperform FD's with minimal credit risk; best to manage liquidity and preserve wealth in long-term

* For the Equity Funds, we use Information Ratio which is excess return earned per unit of excess risk (versus the benchmark index). For all other funds, we use Sharpe Ratio which is total return earned per unit of total risk.

Know Your Portfolio Risk Measures

Your Portfolio quality is higher even if your steadier.

  • AlphaAlpha is the excess return of the fund over the benchmark.
  • BetaBeta is a measure of the risk of the portfolio in comparison to the benchmark. A value of Beta<1 means lower risk than the benchmark while a Beta >1 means the risk is higher than the benchmark.
  • Annual Tracking ErrorTracking Error is the divergence of the portfolio in comparison to the benchmark. It explains the excess risk in the portfolio as compared to the benchmark. It should be understood along with the Information Ratio.
  • Information RatioInformation Ratio (IR) explains the risk adjusted performance of the fund against the benchmark. IR is the ratio of portfolio excess returns (against the benchmark) divided by the Tracking Error. IR>1 is very good as it means that the excess return generated was greater than the excess risk vis-a-vis the benchmark.
  • Maximum DrawdownMaximum Drawdown is the maximum historical loss realized by the portfolio on a Mark to Market (MTM) basis. It indicates the maximum downside risk over a specified time period. A Maximum Drawdown lower than the benchmark indicates a better risk-adjusted portfolio

Directory

current IPO
upcoming IPO
  • --
Narnolia Research & Advisory Narnolia Trading Platforms Narnolia Online | media Room