Below table provided to
show the performance metrics of an investment portfolio, V-20 portfolio, as
compared to the NIFTY_500 index.
Starting with the total
return, the V-20 portfolio has generated an impressive return of 151.85%, while
the NIFTY_500 index has returned 103.60%, and cash component is -1.79%. This
means that the V-20 portfolio has significantly outperformed both the index.
The CAGR (Compound Annual
Growth Rate) of the V-20 portfolio is 44.57%, which indicates the annualized
rate of return for the portfolio. This is a strong CAGR, indicating that the
portfolio has grown rapidly over time.
The Win/Loss ratio of
98.94% indicates that the V-20 portfolio has had a high percentage of winning
trades compared to losing trades. The Profit Factor of 2.704 is also
impressive, indicating that the average profit per trade was more than twice
the average loss per trade.
However, the Percent
Profitable metric of 49.73% indicates that less than half of the trades were
profitable.
The Portfolio Maximum
Drawdown of -11.68% indicates the maximum loss the portfolio has experienced at
any point in time. The current drawdown of -5.16% indicates the current loss
from the portfolio’s previous high. Comparatively, the Index Maximum Drawdown
and Index Current Drawdown show the maximum and current losses for the
NIFTY_500 index, which were larger than those of the V-20 portfolio.
Overall, the V-20 portfolio
has performed well, with strong returns and metrics indicating a high
percentage of winning trades and good risk management. However, investors
should keep in mind the relatively low percentage of profitable trades and the
potential for drawdowns in the future.
at the table, it appears that the strategy has had a total of 187 trades, with
12 of them resulting in gains and 8 resulting in losses. The average return of
the winning trades is 10.51%, while the average return of the losing trades is
-3.28%.
terms of the number of trades that were exited, there were 81 winning trades
and 86 losing trades. This indicates that the strategy may have had a higher
number of losing trades, compared to the winning trades.
the table shows that the investment strategy had a higher percentage of winning
trades and a larger average gain compared to the average loss.
the portfolio seems to have a relatively diversified allocation across a range
of industries. The industry with the highest allocation percentage in this
portfolio is Iron & Steel Products at 9.76%, followed by IT at 10.54%.
