Low Volatility
Low volatility investing

A portfolio of low volatility stocks outperforms riskier stocks over a one/two year time-frame.

This Theme consists of an equally weighted portfolio of low volatility stocks.

This model was created on 2013-Sep-02 and was last updated on 2024-Nov-21

Cumulative Returns
lookback (days) theme nifty 50 midcap 100
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Metrics
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risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50
Portfolio
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Drawdowns
From Trough To Depth Length To Trough Recovery
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Strategy vs. NIFTY 50 and MIDCAP 100
Returns through time
Returns & Portfolio Turnover