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-Dec-23

Cumulative Returns
lookback (days) theme nifty 50 midcap 100
{{item.LB === 2147483647 ? 'inception' : item.LB}}
{{numeral(selectedReturnType === 'gross' ? item.MODEL : item.MODEL_BRK).format('+,.00%')}}
{{numeral(item.NIFTY_50).format('+,.00%')}}
{{numeral(item.MID100_FREE).format('+,.00%')}}
Metrics
{{item.NAME}}
{{numeral(item.VAL).format(',.0000')}}
risk-free rate: 2.5%; MAR: 0%; benchmark: NIFTY 50
Portfolio
symbol weightage
{{p.SYMBOL}}
{{numeral(p.WEIGHTAGE/100).format(",0.00%")}}
Drawdowns
From Trough To Depth Length To Trough Recovery
{{dd.FROM_DT ? moment(dd.FROM_DT).format('YYYY-MMM-DD') : '-'}} {{dd.TROUGH_DT ? moment(dd.TROUGH_DT).format('YYYY-MMM-DD') : '-'}} {{dd.TO_DT ? moment(dd.TO_DT).format('YYYY-MMM-DD') : '-'}} {{numeral(dd.DEPTH).format('#,0.00%')}} {{dd.LENGTH}} {{dd.TROUGH}} {{dd.RECOVERY}}
Strategy vs. NIFTY 50 and MIDCAP 100
Returns through time
Returns & Portfolio Turnover