Momentum

Momentum

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
Volatility: high Expected Returns *: 35.0%

* based on past 7 year backtest


Momentum


Momentum
1 month access for₹400
3 months access for₹1150
6 months access for₹2000
You can access the portfolio (without broker integration) on our website, following a simple step by step flow

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.

Welcome to Wright!

We are dedicated to help you invest better using our superior research backed portfolios.

Drop in your email to stay in touch!