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-Oct-14
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Cumulative Returns
lookback (days) | theme | nifty 50 | midcap 100 |
---|---|---|---|
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{{numeral(item.NIFTY_50).format('+,.00%')}} |
{{numeral(item.MID100_FREE).format('+,.00%')}} |
Metrics
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risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50 |
Portfolio
symbol | weightage |
---|---|
{{p.SYMBOL}} | {{numeral(p.WEIGHTAGE/100).format(",0.00%")}} |
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Drawdowns
From | Trough | To | Depth | Length | To Trough | Recovery |
---|---|---|---|---|---|---|
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Strategy vs. NIFTY 50 and MIDCAP 100
Performance metrics are not available at this time.
Returns through time
Performance metrics are not available at this time.
Returns & Portfolio Turnover
Performance metrics are not available at this time.