sharp ratio
sharp ratio
Return:
12.66K%
Annual Return:
83.05%
Volatility:
65.52%
Sharpe Ratio:
1.2
Last Rebalance Date:
6/10/2024
Rebalance Days:
21
Period:
11.8 Years
12.66K%
83.05%
65.52%
1.2
6/10/2024
21
11.8 Years
05-Jul-24
38.92%
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%
27-Jan-23
-1.29%
Name | Ticker | Exchange | Close Price | Weight | Sharpe Ratio |
---|---|---|---|---|---|
Transformers & Rectifiers (India) Limited | TRIL | NSE | 733.80 | 5.0 | 12.2 |
Unitech Limited | UNITECH | NSE | 10.29 | 5.0 | 10.9 |
Suzlon Energy Limited | SUZLON | NSE | 47.40 | 5.0 | 7.6 |
BSE Limited | BSE | NSE | 2,660.70 | 5.0 | 7.3 |
Jupiter Wagons Limited | JWL | NSE | 621.55 | 5.0 | 7.2 |
RattanIndia Power Limited | RTNPOWER | NSE | 17.10 | 5.0 | 7.0 |
Indian Railway Finance Corporation Limited | IRFC | NSE | 173.01 | 5.0 | 6.6 |
Schneider Electric Infrastructure Limited | SCHNEIDER | NSE | 782.30 | 5.0 | 6.4 |
Kalyan Jewellers India Limited | KALYANKJIL | NSE | 409.25 | 5.0 | 5.9 |
HBL Power Systems Limited | HBLPOWER | NSE | 476.40 | 5.0 | 5.9 |