Portfolio Health Assessment - (18th Oct 2021 - 22th Oct 2021)

Portfolio Links

Model 1 Performance     (To know more about it click here)

Model 2 Performance    (To know more about it click here)     

Model 3 Performance    (To know more about it click here)     

Nifty Future Long-Short Strategy Performance   (To know more about it click here)

Weekly Portfolio Performance Chart

This week is a bearish week with the Nifty Index is down by -1.22%. The Nifty index has retested the 18000 after hitting the 18600 mark this week. The Nifty index remained in a downtrend at the end of the week.

The Nifty Index hit 18034.35 on the lower side and hit 18604.45 on the upper side and ended at 18114.90

The broader market has witnessed massive carnage this week. Small-Cap and Mid Cap Indices are down by -5.3% and -4.4% respectively this week. This had an impact on all our strategies too with Midcap and Small cap-based strategies witnessing maximum damage, giving up some of the gains made this year. Such sharp corrections are quite common after relentless run-ups we have witnessed recently.

Model 1, Model 2 & Model 3

Model 1, 2 & 3 are down -10.09%, -9.53% and -4.62% respectively this week. Model 1, 2 & 3 have underperformed the index by 8.87%, 8.31% and 3.4% respectively.

Model 1 & 2 have witnessed massive drawdown this week. An exit mechanism is in place for both Models. In case if the weakness persists in the market then these models will liquidate the position and will have a cash position.

Nifty Long-Short

The Nifty Index Long-Short strategy has ended up in green by +2.83%. It has provided the much-needed hedge against the long-only portfolio.

Next Week Update

There are 2 changes for Model 1 and no changes for Models 2 & 3 for the next week.

The current position for the Nifty Long-Short Strategy is Short.

Long term Performance Summary

Model 1, 2 & 3 have clocked 6.51%, 0.71% and 14.22% return respectively in Sept 2021 compared to 2.84% return in the Nifty 50 Index.

Nifty Long-Short has gained momentum and captured most of the index up move and up 3.73% in Sept 2021.

Both Model 1 & 2 have outperformed the Nifty in YTD 2021. Model 1 & 2 each gave a return of 56.63% & 45.63% respectively vs. Nifty's return of 29.56% YTD.

Nifty Long-Short year-to-date (From 1st Jan 2021) return is now below the index with 15.44% (29% on Margin money) as compared to the 29.56% of the Index.

Model 1 and Model 2 both are live from 13th July 2020 while the Index Long-Short strategy has been live from 14th August 2020. Model 3 is live from 12th July 2021.

Model 3 is up 31% compared to 13% of the Nifty Midcap Index from 12th July 2021.

Model 1 and 2 are up 131.60% and 99.06% respectively from inception. For the same period, the Nifty Index is up 67.69%. Models 1,2 & 3 have hit the all-time high mark this week.

The Nifty long-Short strategy is up 91.81% and 170% on the margin money.

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