sharp ratio
sharp ratio
Return:
12.76K%
Annual Return:
82.64%
Volatility:
65.47%
Sharpe Ratio:
1.2
Last Rebalance Date:
7/10/2024
Rebalance Days:
21
Period:
11.9 Years
12.76K%
82.64%
65.47%
1.2
7/10/2024
21
11.9 Years
26-Jul-24
-0.94%
11-Jul-24
41.33%
11-Jun-24
26.29%
10-May-24
-1.17%
05-Apr-24
4.79%
04-Apr-24
0.00%
04-Mar-24
-10.87%
02-Feb-24
49.57%
01-Jan-24
18.30%
28-Dec-23
12.77%
30-Nov-23
31.72%
28-Nov-23
13.06%
30-Oct-23
-6.29%
27-Oct-23
-10.00%
28-Sep-23
1.48%
27-Sep-23
20.16%
29-Aug-23
2.14%
25-Aug-23
25.62%
31-Jul-23
6.40%
26-Jul-23
33.69%
29-Jun-23
-4.66%
21-Jun-23
31.53%
30-May-23
3.55%
23-May-23
18.18%
28-Apr-23
2.16%
21-Apr-23
18.27%
29-Mar-23
-3.48%
17-Mar-23
-6.82%
28-Feb-23
5.81%
14-Feb-23
-30.12%
Name | Ticker | Exchange | Close Price | Weight | Sharpe Ratio |
---|---|---|---|---|---|
Premier Explosives Ltd | PREMEXPLN | NSE | 732.15 | 5.0 | 11.2 |
Transformers & Rectifiers (India) Limited | TRIL | NSE | 753.60 | 5.0 | 11.0 |
Unitech Limited | UNITECH | NSE | 11.17 | 5.0 | 10.9 |
Indian Railway Finance Corporation Limited | IRFC | NSE | 203.71 | 5.0 | 8.0 |
Housing and Urban Development Corporation Lim | HUDCO | NSE | 329.35 | 5.0 | 6.6 |
Kalyan Jewellers India Limited | KALYANKJIL | NSE | 503.90 | 5.0 | 6.6 |
Trent Limited | TRENT | NSE | 5,568.00 | 5.0 | 6.5 |
GMR Power and Urban Infra Limited | GMRP&UI | NSE | 93.57 | 5.0 | 6.5 |
RVNL | RVNL | NSE | 609.95 | 5.0 | 6.0 |
Walchandnagar Industries Limited | WALCHANNAG | NSE | 346.52 | 5.0 | 6.0 |