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Eighty Twenty Investor - Debt Mutual Fund Analysis Framework - Coggle…
Eighty Twenty Investor - Debt Mutual Fund Analysis Framework
Size
1M,3M,6M Fall in AUM
:red_flag: >20% Fall in AUM
Minimum 1000 crs in AUM
Positioning & Philosophy
Check past 5 years - Credit Quality & Modified Duration
Minimum Track Record of >5 years
Returns
Check for Consistency in Returns
NAV Movement Smoothness - Visual
Volatility
Maximum Drawdown in last 5 Y
Interest Rate Risk
Modified Duration
Average Maturity
Credit Quality & Liquidity Risk
Concentration Risk - Non AAA Exposure > 3%
Non AAA Exposure
AA & Below Exposure
Check Long Term Rating for Short term rated papers
Check for Rising YTM
Check for Individual papers with YTM exceeding AAA Yields by 2%
Negative Cash Borrowings
Perpetual Bond Exposure
% of non AAA Portfolio with maturity > Average Maturity + 1 year
AMC Pedigree
Past Credit Events
Communication
Access to Fund Manager
Corporate Governance
Larger AMC with Banking Parent have access to better liquidity in times of crisis
Banking Parent
Intra Scheme Transfer to other large Hybrid funds
Diversified Customer Base
Insurance Arm
Cash in Balance Sheet
Net YTM
YTM
Expense ratio