In
this blog post, we will perform comprehensive analysis of key metrics and
market trends, including performance compared with indices, win-loss
statistics, top gainers and losers, and important investment metrics. By
examining these factors, investors can gain valuable insights into the
performance of their investments and make informed decisions.
Performance
Compared with Indices:
Comparing
investment performance with benchmark indices provides a benchmark for
evaluating success. Over a specified period, the F-20 portfolio has
demonstrated an overall return of 163.49%, outperforming both the Nifty 50 (65.16%
return) and the Nifty 500 (78.20% return) indices. This suggests that the
investment strategy employed in the F-20 portfolio has been successful in
generating favourable returns.
|
F-20 Performance compared with indices |
|
|
From 1-Nov-19 |
Overall Return |
|
Nifty_50 |
65.16% |
|
NIFTY_500 |
78.20% |
|
F-20 return |
163.49% |
Win-Loss
Statistics:
Analysing
win-loss statistics provides insights into the effectiveness of an investment
strategy. The F-20 portfolio showcases an impressive win ratio, with 15 wins
and 3 losses. The average gains of 48.92% for wins and average losses of 3.24%
indicate a positive outcome overall. Additionally, the portfolio’s exits show
85 profitable investments with an average gain of 32.87% and 107 investments
with an average loss of 10.61%. This analysis emphasizes the importance of both
wins and losses in assessing portfolio performance.
|
Wins |
Avg |
Losses |
Avg |
|
|
Invested |
15 |
48.92% |
3 |
-3.24% |
|
Exited |
85 |
32.87% |
107 |
-10.61% |
Top
Gainers and Losers:
Examining
the top gainers and losers in the market highlights recent trends and market
sentiment. Among the top gainer is MAZDOCK, all demonstrating substantial
increases in stock prices. On the other hand, JINDALSAW is top loser,
experiencing little decline in stock price. These insights provide an
understanding of companies that are performing well and those facing challenges
in the market.
Investment
Metrics:
Metrics
such as the win/loss ratio, profit factor, and percent profitable are vital in
assessing investment performance. The F-20 portfolio exhibits a win/loss ratio
of 90.91%, indicating a relatively high proportion of winning trades. The
profit factor of 3.08 suggests that the portfolio generates more profit than
loss, while the percent profitable of 47.62% indicates that a significant
portion of trades resulted in gains. These metrics provide a deeper
understanding of the portfolio’s profitability and success rate.
|
% Win/Loss |
90.91% |
|
Profit Factor |
3.08 |
|
Percent Profitable |
47.62% |
Summary:
Investment
performance analysis requires a holistic approach that incorporates various
metrics and market trends. Comparing performance against benchmark indices
provides insights into the portfolio’s relative success. Evaluating win-loss
statistics, top gainers and losers, and investment metrics such as the win/loss
ratio, profit factor, and percent profitable offers a comprehensive view of the
portfolio’s performance.
|
Performance this month |
|
|
Nifty50 |
1.53% |
|
NSE500 |
2.16% |
|
F20 |
5.80% |
|
YTD Performance |
|
|
Nifty50 |
7.80% |
|
NSE500 |
10.66% |
|
F20 |
25.46% |
|
Performance in FY 2023-24 |
|
|
Nifty50 |
11.60% |
|
NSE500 |
15.81% |
|
F20 |
43.41% |