Multi Cap Momentum
Top 50 stocks that score high on momentum factor out of the universe of top 500 stocks.
Risk Level: Very High
Min Investment: ₹10 Lakhs

30 Days Return:
-13.14%

90 Days Return:
-15.31%

365 Days Return:
-5.17%

Annualised Return:
27.32%
Strategy Specifications
Strategy Inception Date | Sept. 4, 2019 |
Min Investment | ₹10 Lakhs |
Strategy Type | Standalone Strategy |
Asset Classes | Equity |
Universes | Large Caps Multi Caps |
Investment Styles | Momentum Rotation |
Markets | India |
Instruments | Equity |
Rebalancing Frequency | Monthly |
Volatility | Very High |
Strategy Description
Top 50 stocks that score high on momentum based on the top 500 stocks by market capitalization. Academic research has shown that momentum is one the persistent factor strategies and mid-cap stocks tend to outperform large cap stocks over a longer period. Our statistical model not just looks at absolute return of the look-back period but also looks at the consistency and quality of the up-move. We prefer stocks that have had a gradual and persistent rally rather than sharp spikes.
Asset Allocation
Strategy Selection
Category | Weight |
---|---|
Multi Cap Momentum | 100.00% |
Multi Cap Momentum | FBC Generic Multicap Benchmark | |
---|---|---|
30-day returns | -13.14% | -4.45% |
90-day returns | -15.31% | -6.02% |
YTD returns | -19.89% | -7.83% |
1-year returns | -5.17% | 2.31% |
Returns since inception | 806.68% | 205.86% |
Annualised returns | 27.32% | 13.03% |
Sharpe ratio | 0.89 | 0.35 |
Max drawdown percent | -38.33% | -37.96% |
Disclaimers
Historical simulations or live model portfolio performance is provided for informational purposes only to indicate historical performance had Flameback Strategies been available to investors.