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-Dec-10
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Cumulative Returns
lookback (days) | theme | nifty 50 | midcap 100 |
---|---|---|---|
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{{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%")}} |
Only account holders can view Theme portfolios. Learn more about our pricing here.
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.