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
30 Days Return:

-13.14%

90 Days Return
90 Days Return:

-15.31%

365 Days Return
365 Days Return:

-5.17%

Annualised Return
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.