Large Cap Momentum
Top 15 stocks that score high on momentum factor out of a universe of top 100 stocks by market cap.
Risk Level: High
Min Investment: ₹2 Lakhs
30 Days Return:
2.42%
90 Days Return:
3.43%
365 Day Return:
61.68%
Annualised Returns:
29.62%
Strategy Specifications
| Strategy Inception Date | Sept. 3, 2019 |
| Min Investment | ₹2 Lakhs |
| Strategy Type | Standalone Strategy |
| Asset Classes | Equity |
| Universes | Large caps |
| Investment Styles | Momentum Rotation |
| Markets | India |
| Instruments | Equity |
| Rebalancing Frequency | Monthly |
| Volatility | High |
Strategy Description
A concentrated portfolio of top 15 stocks that score high on momentum factor based on the universe of top 100 stocks by market capitalization. A large cap momentum portfolio ensures that the portfolio consists of only the highly liquid, better quality and stocks with strongest recent performance. Our statistical model doesn’t just look 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 |
|---|---|
| Large Cap Momentum | 100.00% |
| Large Cap Momentum | FBC Generic Largecap Benchmark | |
|---|---|---|
| 30-day returns | 2.42% | 2.27% |
| 90-day returns | 3.43% | 6.90% |
| YTD returns | 40.77% | 18.41% |
| 1-year returns | 61.68% | 32.49% |
| Returns since inception | 852.29% | 220.17% |
| Annualised returns | 29.62% | 14.33% |
| Best year returns | - | - |
| Worst year returns | - | - |
| Sharpe ratio | 1.1 | 0.43 |
| Max drawdown percent | -36.03% | -37.46% |
Discalaimers
Historical simulations or live model portfolio performance is provided for informational purposes only to indicate historical performance had Flameback Strategies been available to investors.