Backtest results for 3 years: Dec 2019 – Dec 2022
– Backtests run on Trendlyne.com
Backtest details for MIDCAP
| CAGR | 57.3% |
| Market Cap considered | > 2K & < 10K Crores |
| Rebalance Frequency | Period | Monthly |
| Winners/Losers | 153 / 116 |
| Max Drawdown | 30.75 % Jan 31, 2020 – Mar 31, 2020 |
| Max Period Returns | 22.81 % |
| Min Period Returns | -25.85 % |
| Mean Period Returns | 4.46 % |
| Average Stock Count per Period | 9.74 | Monthly |
| Average Holding Period of a Stock | 1.82 | Monthly |
Backtest details for LargeCap
| CAGR | 33.2% |
| Market Cap considered | > 10K Crores |
| Rebalance Frequency | Period | Monthly |
| Winners/Losers | 126 / 133 |
| Max Drawdown | 23 % Jan 31, 2020 – Mar 31, 2020 |
| Max Period Returns | 26.41 % |
| Min Period Returns | -18.76 % |
| Mean Period Returns | 2.82 % |
| Average Stock Count per Period | 9.63 | Monthly |
| Average Holding Period of a Stock | 1.99 | Monthly |