Introduction
Our relative momentum strategy, simply called Momentum, is our longest-running momentum strategy. Between its inception in Aug 2013 and now, it has clocked an impressive +212% translating to an IRR of about +65%.
Performance summary
| held since | returns (%) | |
|---|---|---|
| KEI |
2015-Aug-10
|
-3.38
|
| TATAELXSI |
2015-Sep-07
|
+16.24
|
| CAPLIPOINT |
2015-Sep-07
|
-5.33
|
| GAYAPROJ |
2015-Sep-07
|
+88.39
|
| SANGAMIND |
2015-Sep-07
|
+30.35
|
| TAKE |
2015-Sep-07
|
+86.91
|
| MIRZAINT |
2015-Sep-07
|
+46.51
|
| JUBILANT |
2015-Oct-06
|
+5.36
|
| NCLIND |
2015-Oct-06
|
+45.48
|
| NILKAMAL |
2015-Nov-02
|
+5.41
|
| ICIL |
2015-Nov-02
|
+16.02
|
| KPRMILL |
2015-Nov-02
|
+4.05
|
| VADILALIND |
2015-Nov-02
|
+12.26
|
| SRIPIPES |
2015-Nov-02
|
-8.64
|
| NDL |
2015-Nov-02
|
+9.77
|
| LYKALABS |
2015-Nov-02
|
+19.55
|
| NIBL |
2015-Nov-02
|
-1.20
|
| EMMBI |
2015-Nov-02
|
+55.53
|
| IZMO |
2015-Nov-02
|
+37.54
|
| MIC |
2015-Nov-02
|
+13.82
|
Since the last rebalance on 2015-Nov-02 till 2015-Nov-30, this strategy has returned +13.31%
You can find more details about the Momentum Theme here.
Comments are closed, but trackbacks and pingbacks are open.