Momentum
* based on past 7 year backtest
Momentum
Performance
More Details
Blog Post
Why should you invest?
This is a high risk equity strategy to participate in high momentum stocks with a check for volatility. This strategy is specifically build to take advantage of the bull market
Mechanism
The strategy invests in high momentum stocks using mean variance optimization and risk targeting
Universe
Top 500 stocks by market capitalization on NSE
Rebalancing Frequency
Monthly
Risk Management
Maximum single stock exposure of 10%. Constraints put to not take positions of more than 5% of stock’s liquidity
Allocation
Equity Allocation 100%
Performance Metrics
Disclaimer: The content and data available in the material prepared by the company and on the website of the company, including but not limited to index value, return numbers and rationale are for information and illustration purposes. Use of back-tested data has inherent limitations including the following: The results do not reflect the results of actual trading or the effect of material economic and market conditions on the decision-making process, but were achieved by means of retrospective application, which may have been designed with the benefit of hindsight. Actual performance may differ significantly from back-tested performance. Information present in the material prepared by the company and on the website of the company shall not be considered as a recommendation or solicitation of an investment or investment strategy.
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