Tag: theme

Theme: Low Volatility Update 12.07.2016

held since returns (%)
WIPRO
2014-May-02
+9.04
HDFCBANK
2015-Dec-31
+10.64
CIPLA
2015-Dec-31
-14.98
COLPAL
2016-Feb-01
+8.00
HINDUNILVR
2016-Mar-04
+8.88
POWERGRID
2016-Mar-04
+20.92
INFY
2016-Apr-05
-4.10
RELIANCE
2016-Apr-05
-2.41
HCLTECH
2016-Apr-05
-12.80
OIL
2016-Apr-05
+15.96
SUNPHARMA
2016-May-09
-1.89
COALINDIA
2016-May-09
+11.01
PFIZER
2016-Jun-10
+4.84
TATAELXSI
2016-Jun-10
-5.33
ACC
2016-Jun-10
+4.49
GLENMARK
2016-Jun-10
+8.06
IGL
2016-Jun-10
+6.49
LICHSGFIN
2016-Jun-10
+9.65
CADILAHC
2016-Jun-10
+16.61
AMBUJACEM
2016-Jun-10
+10.97
Since the last rebalance on 2016-Jun-10 till 2016-Jul-11, this strategy has returned +5.31%

You can find more details about the Low Volatility Theme here.

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Theme: HighIR Momentum Update 12.07.2016

held since returns (%)
KAJARIACER
2015-Dec-31
+26.14
ASHOKLEY
2015-Dec-31
+3.88
VAKRANGEE
2016-Feb-01
+10.34
NHPC
2016-Feb-01
+21.83
ASIANPAINT
2016-Mar-04
+18.26
KANSAINER
2016-Mar-04
+11.22
RELINFRA
2016-Apr-05
+6.25
INDUSINDBK
2016-May-09
+6.74
SRTRANSFIN
2016-May-09
+23.93
CHOLAFIN
2016-May-09
+6.22
BIOCON
2016-May-09
+20.78
GODREJCP
2016-Jun-10
+7.50
PEL
2016-Jun-10
+9.96
YESBANK
2016-Jun-10
+7.91
SUPREMEIND
2016-Jun-10
-0.53
PIDILITIND
2016-Jun-10
+3.30
RAMCOCEM
2016-Jun-10
+11.62
TATAMTRDVR
2016-Jun-10
-1.21
WELSPUNIND
2016-Jun-10
-1.52
MANAPPURAM
2016-Jun-10
+35.76
Since the last rebalance on 2016-Jun-10 till 2016-Jul-11, this strategy has returned +6.47%

You can find more details about the HighIR Momentum Theme here.

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Theme: High Sharpe Update 12.07.2016

held since returns (%)
RAJESHEXPO
2015-Dec-23
-29.07
CHOLAFIN
2015-Dec-23
+50.16
MPHASIS
2015-Dec-23
+14.86
PETRONET
2015-Dec-23
+19.14
IGL
2016-Feb-01
+9.53
TATAELXSI
2016-Mar-04
-9.35
JSWSTEEL
2016-Mar-04
+28.46
KANSAINER
2016-Mar-04
+11.04
INFY
2016-Apr-05
-4.11
RAMCOCEM
2016-Apr-05
+43.09
TVSMOTOR
2016-Apr-05
-3.75
TRENT
2016-May-09
+4.55
HAVELLS
2016-May-09
+4.75
PEL
2016-Jun-10
+9.77
SRTRANSFIN
2016-Jun-10
+9.50
PIDILITIND
2016-Jun-10
+3.28
ZEEL
2016-Jun-10
-1.15
TUBEINVEST
2016-Jun-10
+14.16
WELSPUNIND
2016-Jun-10
-1.56
MANAPPURAM
2016-Jun-10
+35.56
Since the last rebalance on 2016-Jun-10 till 2016-Jul-11, this strategy has returned +5.66%

You can find more details about the High Sharpe Theme here.

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Theme: High Alpha Update 12.07.2016

held since returns (%)
HINDPETRO
2015-Dec-23
+27.65
RAJESHEXPO
2015-Dec-23
-29.46
VAKRANGEE
2015-Dec-23
+15.04
ASHOKLEY
2015-Dec-23
+3.34
TATAELXSI
2016-Mar-04
-9.44
JSWSTEEL
2016-Mar-04
+28.45
BHARATFIN
2016-Mar-04
+46.09
PETRONET
2016-Mar-04
+21.09
IGL
2016-Apr-05
+9.58
RELINFRA
2016-Apr-05
+6.46
RAMCOCEM
2016-Apr-05
+43.39
TRENT
2016-May-09
+4.55
CHOLAFIN
2016-May-09
+6.24
PEL
2016-Jun-10
+10.20
SRTRANSFIN
2016-Jun-10
+9.74
BIOCON
2016-Jun-10
+3.14
MPHASIS
2016-Jun-10
+4.31
BERGEPAINT
2016-Jun-10
+10.11
WELSPUNIND
2016-Jun-10
-1.92
MANAPPURAM
2016-Jun-10
+35.50
Since the last rebalance on 2016-Jun-10 till 2016-Jul-11, this strategy has returned +7.50%

You can find more details about the High Alpha Theme here.

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Theme: Low Beta Update 12.07.2016

held since returns (%)
BAJAJHLDNG
2015-Dec-23
+0.79
CARERATING
2015-Dec-23
-20.55
SKFINDIA
2015-Dec-23
+9.37
COLPAL
2015-Dec-23
-2.18
HINDUNILVR
2015-Dec-23
+8.15
SUPREMEIND
2015-Dec-23
+29.40
CHOLAFIN
2015-Dec-23
+51.34
MPHASIS
2015-Dec-23
+15.11
KARURVYSYA
2015-Dec-23
+11.39
CYIENT
2015-Dec-23
+5.83
INDHOTEL
2015-Dec-23
+13.94
CUB
2015-Dec-23
+32.02
AIAENG
2016-Feb-01
+19.32
SUNDARMFIN
2016-Mar-04
+23.45
EMAMILTD
2016-Mar-04
+12.95
TUBEINVEST
2016-Mar-04
+35.28
ECLERX
2016-May-09
+8.33
BALKRISIND
2016-May-09
+1.14
PFIZER
2016-Jun-10
+4.95
OIL
2016-Jun-10
+1.94
Since the last rebalance on 2016-Jun-10 till 2016-Jul-11, this strategy has returned +4.13%

You can find more details about the Low Beta Theme here.

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