Momo (Velocity) v1.0
Automated Velocity
Momentum strategies require traders to accept counter-intuitive positions. It is often hard to justify, fundamentally, why certain stocks that have run up will continue to do so. To avoid bias in decision making, this Theme automates Velocity.
This model was created on 2016-Jul-14 and was last updated on 2024-Dec-23
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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%")}} |
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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
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.