We rebalanced the Velocity (absolute momentum) Theme today. Here is how the previous portfolio performed.
Details
held since | returns (%) | |
---|---|---|
TATAELXSI |
2015-Sep-04
|
+2.57
|
CAPLIPOINT |
2015-Sep-04
|
-14.64
|
ICIL |
2015-Sep-04
|
-0.71
|
RAJESHEXPO |
2015-Sep-04
|
+38.69
|
GAYAPROJ |
2015-Sep-04
|
+69.38
|
GMBREW |
2015-Sep-04
|
+100.89
|
JUBILANT |
2015-Sep-04
|
+25.98
|
JUBLINDS |
2015-Sep-04
|
-13.27
|
SANGAMIND |
2015-Sep-04
|
+9.25
|
BLISSGVS |
2015-Sep-04
|
+9.06
|
RUSHIL |
2015-Sep-04
|
+116.91
|
MIRZAINT |
2015-Sep-04
|
+27.35
|
8KMILES |
2015-Oct-06
|
-0.80
|
WELSPUNIND |
2015-Oct-06
|
-20.21
|
DISHMAN |
2015-Oct-06
|
-4.98
|
SRIPIPES |
2015-Oct-06
|
+11.98
|
CHENNPETRO |
2015-Oct-06
|
-8.09
|
TAKE |
2015-Oct-06
|
+6.99
|
NCLIND |
2015-Oct-06
|
+10.46
|
LYKALABS |
2015-Oct-06
|
+36.62
|
Since the last rebalance on 2015-Oct-06 till 2015-Oct-30, this strategy has returned +3.22%
You can find more details about the Velocity Theme here.