held since | returns (%) | |
---|---|---|
RAJESHEXPO |
2015-Dec-23
|
-15.86
|
CHOLAFIN |
2015-Dec-23
|
+40.41
|
MPHASIS |
2015-Dec-23
|
-2.75
|
PETRONET |
2015-Dec-23
|
+12.15
|
MARICO |
2015-Dec-23
|
+8.69
|
ASHOKLEY |
2015-Dec-23
|
+17.54
|
IGL |
2016-Feb-01
|
+1.84
|
TATAELXSI |
2016-Mar-04
|
-1.33
|
JSWSTEEL |
2016-Mar-04
|
+11.66
|
WELSPUNIND |
2016-Mar-04
|
+10.18
|
APLLTD |
2016-Mar-04
|
-7.26
|
KANSAINER |
2016-Mar-04
|
+4.10
|
TORNTPOWER |
2016-Mar-04
|
+2.44
|
VAKRANGEE |
2016-Mar-04
|
-13.55
|
BAJAJFINSV |
2016-Apr-05
|
+7.21
|
GODREJCP |
2016-Apr-05
|
-0.37
|
INFY |
2016-Apr-05
|
-2.09
|
JUBILANT |
2016-Apr-05
|
-3.96
|
RAMCOCEM |
2016-Apr-05
|
+22.85
|
TVSMOTOR |
2016-Apr-05
|
-4.89
|
Since the last rebalance on 2016-Apr-05 till 2016-May-06, this strategy has returned +1.70%
You can find more details about the High Sharpe Theme here.