to reduce volatility and to maintain quality (A group or Bluechip Stocks)
Portfolio Performance as on 28 February 2025:
| Portfolio Performance – Top 100 Equity | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| 1 Month | -6.20 % | -5.79 % |
| 3 Month | -9.88 % | -8.10 % |
| 6 Month | -14.47 % | -11.98 % |
| 1 Year | 0.06 % | 1.89 % |
| Since inception date 01/01/2024 | 1.29 % | 2.79 % |
| Portfolio Performance – Top 100 Equity | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| Downside Risk – Semi Deviation | 2.75 % | 2.45 % |
| Sharpe Ratio | 0.17 % | 0.30 % |
| M – Squared | 1.88 % | 3.39 % |
| CAPM Beta | 1.07 % | 1 % |
| Treynor | 1.90 % | 3.39 % |
| Jensen’s Alpha | -1.60 % | 0 % |
Method
Time weighted – Daily valuation method is used for rate of return calculation. Portfolio valuation is done on the date of any external cash flow with daily weighted cash flows. Periodic returns are geometrically linked. Total return includes realized and unrealized gains and income. Calculations are after deduction of transaction charges. Trade date accounting is used for calculations. Accrual accounting is used for fixed income securities. Market values of fixed income securities include accrued income. Accrual accounting is used for a dividend as of ex-dividend date.