Stop-loss on the minds of CHAMBLFERT investors as it performed worse than the broader market

CHAMBLFERT ranked among the worst performers today. On a longer term basis, investors in CHAMBAL FERTILIZERS LTD made +0.15% per day. Friday's performance of -2.82% was a significant underperformance compared to it's daily average.

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Buy-and-Hold investors in CHAMBLFERT experienced a maximum drawdown of -9.8% over the last three months. It grew by +13.7% during this strong up trending period. There were both Long and Short signals during this period, while the long signals were significantly more profitable than the short signals. The net profit from Long signals was +3.37%.

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Monthly Performance

Alpha (outperformance)

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Return distribution

CHAMBLFERT has been outperforming the NIFTY-50 index in recent time. Over the last 3 years and 1 month, CHAMBLFERT outperformed the NIFTY-50 index on 50% days. Which indicates that on days CHAMBLFERT outperforms the NIFTY-50 index, it's performance is marginally better than on the days it underperforms the NIFTY-50 index.

During the last three months CHAMBLFERT was mostly profitable and delivered on average +0.22% per day. It's best return during this period (of +5.13%) was on Wednesday, 2 Jan, 2019. While it's worst loss in the same period (of -3.29%) was on Monday, 10 Dec, 2018. There was initially a bearish trend during this period which started on 4 Dec, 2018 and went on till 11 Dec, 2018. The trend delivered -10.07% losses to investors. This was followed by a bullish trend that started on 17 Dec, 2018 and ended on 20 Dec, 2018. This bullish trend delivered +2.06% to investors.

On monthly basis, CHAMBLFERT delivered losses in more months over the last year, than profits. CHAMBLFERT delivered profits less regularly than NIFTY-50 index. CHAMBLFERT significantly outperformed NIFTY-50 index in Apr 2018, when it returned +20.17% compared to +6.56% returned by NIFTY-50 index during it's best month in the last one year - Jul 2018. CHAMBLFERT had a longer winning streak of losing months than NIFTY-50 index. It went down in 3 straight months (from May 2018 to Jul 2018) during which period it delivered -27.48%. It is interesting to note that both CHAMBLFERT and NIFTY-50 index significantly outperform during months when quarterly/annual results are announced.

Your investment belongs to the market and your profits belong to you.
-- Vijay Kedia

CHAMBLFERT is becoming more volatile overall. In comparison, the NIFTY-50 index is seeing a fall in volatility. During the last three months, there was a significant surge in CHAMBLFERT's volatility from 12 Nov, 2018 to 17 Jan, 2019. While there was a significant fall in the NIFTY-50 index's volatility from 31 Oct, 2018 to 5 Dec, 2018.

Advanced/professional short-term investors should note that CHAMBLFERT has negative skewness in it's return distribution. This indicates that investors may need to stay invested through long periods of drawdown before expecting a recovery.

CHAMBLFERT has more chance of extreme outcomes than the NIFTY-50 index. Therefore, CHAMBLFERT must receive a lower allocation than NIFTY-50 in your portfolio. NIFTY-50 index usually has shorter drawdown period than CHAMBLFERT.

On a general note (since you are interested in CHAMBLFERT), three small cap instruments that deserve special mention are NIITTECH, RESPONIND and IGARASHI. They have all outperformed the market and must be closely watched for investment opportunities.