Momentum
A relative momentum strategy.

Stocks that perform well typically continue to perform well in the near future.
This Theme consists of an equally weighted portfolio of stocks that have shown strong performance over the last 200 days.
For an automated version of this strategy, see Momo (Relative)

This model was created on 2013-Aug-17 and was last updated on 2024-Apr-09

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