We rebalanced the Momentum (relative momentum) Theme today. Here is how the previous portfolio performed.
Details
| held since | returns (%) | |
|---|---|---|
| KEI |
2015-Aug-10
|
-10.60
|
| TATAELXSI |
2015-Sep-07
|
+3.64
|
| CAPLIPOINT |
2015-Sep-07
|
-15.22
|
| 8KMILES |
2015-Sep-07
|
+40.95
|
| RAJESHEXPO |
2015-Sep-07
|
+37.76
|
| GAYAPROJ |
2015-Sep-07
|
+69.07
|
| SANGAMIND |
2015-Sep-07
|
+12.68
|
| BLISSGVS |
2015-Sep-07
|
+8.05
|
| SKMEGGPROD |
2015-Sep-07
|
+33.08
|
| TAKE |
2015-Sep-07
|
+65.22
|
| MIRZAINT |
2015-Sep-07
|
+30.75
|
| CANFINHOME |
2015-Oct-06
|
+3.98
|
| JKIL |
2015-Oct-06
|
-10.38
|
| SHASUNPHAR |
2015-Oct-06
|
+2.80
|
| JUBILANT |
2015-Oct-06
|
+4.84
|
| DISHMAN |
2015-Oct-06
|
-5.30
|
| JUBLINDS |
2015-Oct-06
|
-20.69
|
| TIRUMALCHM |
2015-Oct-06
|
-21.34
|
| HIMATSEIDE |
2015-Oct-06
|
-5.67
|
| NCLIND |
2015-Oct-06
|
+10.65
|
Since the last rebalance on 2015-Oct-06 till 2015-Oct-30, this strategy has returned -3.15%
You can find more details about the Momentum Theme here.