Risk Analysis
MRF Risk & Volatility Profile
Based on 735 days of price history. Factual statistics, no recommendations.
Annualised Volatility
21.9%
Moderate volatility
Max Drawdown
-31.8%
253 days peak-to-trough
Beta vs Nifty
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Return/Vol Ratio
0.80
Simple Sharpe proxy
Volatility Regime
Moderate — 21.9% annualised
MRF has moderate volatility consistent with a typical Indian equity.
Drawdown History
Worst Drawdown
-31.8%
From Feb 24 to Mar 25
253 days of decline
Recovery
85 days
Time from trough back to previous peak
Currently 14.5% below the 3-year high
Historical Returns
1 Month
+0.6%
3 Months
-6.7%
1 Year
+22.7%
3 Years
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52-Week Range
₹1,10,213Range: 47%₹1,62,289
Risk statistics computed from historical price data. Past volatility does not predict future risk. YieldIQ is not registered with SEBI as an investment adviser.