ReviewDirect · Growth

Sahara Liquid Fund-Fixed Pricing - Daily

Sahara Asset Management Company Private Limited Liquid24.6 years

NAV: 3,024.287; 27 Mar 2020
1Y: 0.0%; Trailing CAGR
AUM: ₹27,000; 30 Sept 2018
Volatility: Low; 0.2% annualized

NAV path pending

NAV

Path not in current snapshots

n/a

Returns

Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.

Trailing CAGR

Point-to-point, calendar-day annualized

1Y0.0%
3Y+2.5%
5Y+4.0%
10Yn/a
SI+5.3%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-0.0%
3Y+1.2%
5Y+2.6%
10Yn/a

Since inception: +5.3%; Calendar-day CAGR
Excess 1Y: -4.6%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 0; Vs comparable share classes
Worst rolling 3Y: +2.5%; 1547 daily-ending windows
Median rolling 3Y: +6.1%; Calendar-day CAGR
Positive rolling 5Y: +100%; 817 daily-ending windows
SIP 3Y XIRR: +1.2%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

Path not in current snapshots

n/a

Average recovery: 1 days; 44 recovered episodes
Longest recovery: 13 days; Trough to prior peak
Current spell: 581 days; Days below latest peak
Time below peak: +25%; NAV observations

15 Jul 2013 – 29 Jul 2013
Trough 16 Jul 2013 · recovered in 13 days
-0.2%
11 Aug 2013 – 14 Aug 2013
Trough 12 Aug 2013 · recovered in 2 days
-0.0%
18 Dec 2016 – 21 Dec 2016
Trough 19 Dec 2016 · recovered in 2 days
-0.0%
1 Mar 2017 – 3 Mar 2017
Trough 2 Mar 2017 · recovered in 1 days
-0.0%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
0
Vs category
21
Consistency
0
Risk-adjusted
0
Drawdown
99
Mean
24

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Mar 2020

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Mar 2020

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
Three-year return sits below the 25th percentile of comparable share classes.
Risk-adjusted return (Sharpe) is negative over the available daily history.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Peak-to-trough drawdown has stayed shallower than 15%.

Worth investigating

Same-category peers with enough history to inspect beside this fund.

Sahara Liquid Fund-Variable Pricing - Daily
Sahara Asset Management Company Private Limited
1Y
+4.6%
3Y
+5.4%
Vol
0.2%
Max DD
-0.2%
Sharpe
-4.59
3Y win
+100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns

All funds

ReviewDirect · Growth

Sahara Liquid Fund-Fixed Pricing - Daily

Sahara Asset Management Company Private Limited Liquid24.6 years

NAV: 3,024.287; 27 Mar 2020
1Y: 0.0%; Trailing CAGR
AUM: ₹27,000; 30 Sept 2018
Volatility: Low; 0.2% annualized

Mar 2018 – Mar 2020

All funds

ReviewDirect · Growth

Sahara Liquid Fund-Fixed Pricing - Daily

Sahara Asset Management Company Private Limited Liquid24.6 years

NAV: 3,024.287; 27 Mar 2020
1Y: 0.0%; Trailing CAGR
AUM: ₹27,000; 30 Sept 2018
Volatility: Low; 0.2% annualized

NAV path pending

NAV

27 Mar 2020 · 0.0% over 1Y

3,024.287

Mar 20193,024.287 – 3,024.287Mar 2020

Returns

Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.

Trailing CAGR

Point-to-point, calendar-day annualized

1Y0.0%
3Y+2.5%
5Y+4.0%
10Yn/a
SI+5.3%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-0.0%
3Y+1.2%
5Y+2.6%
10Yn/a

Since inception: +5.3%; Calendar-day CAGR
Excess 1Y: -4.6%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 0; Vs comparable share classes
Worst rolling 3Y: +2.5%; 1547 daily-ending windows
Median rolling 3Y: +6.1%; Calendar-day CAGR
Positive rolling 5Y: +100%; 817 daily-ending windows
SIP 3Y XIRR: +1.2%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

27 Mar 2020

-0.0%

Jan 2013-0.0% – 0.0%Mar 2020

Average recovery: 1 days; 44 recovered episodes
Longest recovery: 13 days; Trough to prior peak
Current spell: 581 days; Days below latest peak
Time below peak: +25%; NAV observations

15 Jul 2013 – 29 Jul 2013
Trough 16 Jul 2013 · recovered in 13 days
-0.2%
11 Aug 2013 – 14 Aug 2013
Trough 12 Aug 2013 · recovered in 2 days
-0.0%
18 Dec 2016 – 21 Dec 2016
Trough 19 Dec 2016 · recovered in 2 days
-0.0%
1 Mar 2017 – 3 Mar 2017
Trough 2 Mar 2017 · recovered in 1 days
-0.0%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
0
Vs category
21
Consistency
0
Risk-adjusted
0
Drawdown
99
Mean
24

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Mar 2020

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Mar 2020

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
Three-year return sits below the 25th percentile of comparable share classes.
Risk-adjusted return (Sharpe) is negative over the available daily history.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Peak-to-trough drawdown has stayed shallower than 15%.

NAV

Path not in current snapshots

n/a

Returns

Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.

Trailing CAGR

Point-to-point, calendar-day annualized

1Y0.0%
3Y+2.5%
5Y+4.0%
10Yn/a
SI+5.3%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-0.0%
3Y+1.2%
5Y+2.6%
10Yn/a

Since inception: +5.3%; Calendar-day CAGR
Excess 1Y: -4.6%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 0; Vs comparable share classes
Worst rolling 3Y: +2.5%; 1547 daily-ending windows
Median rolling 3Y: +6.1%; Calendar-day CAGR
Positive rolling 5Y: +100%; 817 daily-ending windows
SIP 3Y XIRR: +1.2%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

Path not in current snapshots

n/a

Average recovery: 1 days; 44 recovered episodes
Longest recovery: 13 days; Trough to prior peak
Current spell: 581 days; Days below latest peak
Time below peak: +25%; NAV observations

15 Jul 2013 – 29 Jul 2013
Trough 16 Jul 2013 · recovered in 13 days
-0.2%
11 Aug 2013 – 14 Aug 2013
Trough 12 Aug 2013 · recovered in 2 days
-0.0%
18 Dec 2016 – 21 Dec 2016
Trough 19 Dec 2016 · recovered in 2 days
-0.0%
1 Mar 2017 – 3 Mar 2017
Trough 2 Mar 2017 · recovered in 1 days
-0.0%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
0
Vs category
21
Consistency
0
Risk-adjusted
0
Drawdown
99
Mean
24

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Mar 2020

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Mar 2020

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
Three-year return sits below the 25th percentile of comparable share classes.
Risk-adjusted return (Sharpe) is negative over the available daily history.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Peak-to-trough drawdown has stayed shallower than 15%.

Worth investigating

Same-category peers with enough history to inspect beside this fund.

Sahara Liquid Fund-Variable Pricing - Daily
Sahara Asset Management Company Private Limited
1Y
+4.6%
3Y
+5.4%
Vol
0.2%
Max DD
-0.2%
Sharpe
-4.59
3Y win
+100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns

NAV

27 Mar 2020 · 0.0% over 1Y

3,024.287

Mar 20193,024.287 – 3,024.287Mar 2020

Returns

Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.

Trailing CAGR

Point-to-point, calendar-day annualized

1Y0.0%
3Y+2.5%
5Y+4.0%
10Yn/a
SI+5.3%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-0.0%
3Y+1.2%
5Y+2.6%
10Yn/a

Since inception: +5.3%; Calendar-day CAGR
Excess 1Y: -4.6%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 0; Vs comparable share classes
Worst rolling 3Y: +2.5%; 1547 daily-ending windows
Median rolling 3Y: +6.1%; Calendar-day CAGR
Positive rolling 5Y: +100%; 817 daily-ending windows
SIP 3Y XIRR: +1.2%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

27 Mar 2020

-0.0%

Jan 2013-0.0% – 0.0%Mar 2020

Average recovery: 1 days; 44 recovered episodes
Longest recovery: 13 days; Trough to prior peak
Current spell: 581 days; Days below latest peak
Time below peak: +25%; NAV observations

15 Jul 2013 – 29 Jul 2013
Trough 16 Jul 2013 · recovered in 13 days
-0.2%
11 Aug 2013 – 14 Aug 2013
Trough 12 Aug 2013 · recovered in 2 days
-0.0%
18 Dec 2016 – 21 Dec 2016
Trough 19 Dec 2016 · recovered in 2 days
-0.0%
1 Mar 2017 – 3 Mar 2017
Trough 2 Mar 2017 · recovered in 1 days
-0.0%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
0
Vs category
21
Consistency
0
Risk-adjusted
0
Drawdown
99
Mean
24

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Mar 2020

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Mar 2020

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
Three-year return sits below the 25th percentile of comparable share classes.
Risk-adjusted return (Sharpe) is negative over the available daily history.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Peak-to-trough drawdown has stayed shallower than 15%.