Financial Strength Value
Financial Strength Score driven Value picks

Balance-sheets are scored based on current profitability, stability and operational improvements for two years (using 3 years of data.) The rationale is that stocks that score high on these criteria should out-perform over a period of time.

This Theme consists of an equally weighted portfolio of stocks with high Financial Strength Scores

This model was created on 2013-Sep-13 and was last updated on 2021-Jul-11

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