Model Momentum
Factor Momentum (Themes) 6-12

Equity factors like Momentum, Quality, Low-volatility, Value and Small-cap exhibit momentum. Our research indicates that systematically buying whatever factor/style that out-performed recently result in enhanced results.

To read more about this strategy, see Factor Momentum Everywhere

This model was created on 2019-Dec-17 and was last updated on 2024-Nov-05

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