Help on Risk management techniques in Liquid funds

Swapnild · September 11th, 2003, 10:58 am

Hi there I need some help on risk management of a liquid fund portfolio. Thanks

Nonius · September 11th, 2003, 1:16 pm

QuoteOriginally posted by: SwapnildHi there I need some help on risk management of a liquid fund portfolio. Thanks I'd say your request is a little broad.

Swapnild · September 12th, 2003, 11:01 am

HelloNonius I am currently holding a portfolio of 10 different liquid funds. I have been tracking their daily returns volatility and 7 day rolling returns. I have also been using sharpe ratio to monitor their performance. However I would like to know if there is any other way of monitoring their performance. In todays markets where interest rates the funds show better returns by trading Govt. bonds in their liquid funds and manage to give better returns. (I am from India). So just checking on whether any new methods to track their performance better. Thanks Swapnil

shaileshdhuri · September 13th, 2003, 12:20 pm

There is a inventory of analytical tools available. Depends upon how deep you want to go.Shailesh

Swapnild · September 20th, 2003, 6:40 am

Hi shailesh Nice to see you. What we are doing at the moment is running a portfolio of about 10 mutual funds. We are investing only in their Liquid funds. The yield on our portfolio is better than the Repo rate (Since we see our investment as an alternative to the repo). But what we are not clear is how much spread over the repo rate can be considered a good credit spread over the repo rate (If there is a concept of credit spreads for Liquid Mutual funds Units at all). Thanks