Midcap Baskets
Our Baskets are optimally positioned to Out-Perform the Benchmark Midcap 100 Index across market cycles
Based on our back-testing we suggest to hold the Midcap 100 Baskets for a Optimal period of 3 years. We had seen an annualized return of ~23% with annualized risk of ~21%. Also, an out-performance of ~8% is seen against the benchmark Index
*Historical Performance is not a guarantee of Future Performance. These are guideline numbers
RELATIVE PERFORMANCE
Backtested yearly out-performance of approx. 8% CAGR over the Benchmark
BACKED BY AI & DATA SCIENCE
We leverage the computing power of machines to design market beating baskets
ABSORB
VOLATILTIY
Our baskets are designed to be less volatile than the benchmark index it tracks
PROPRIETARY RESEARCH
There Backed by our Proprietary Quantitative Research Models
Midcap Key Numbers based on Historical Back-Testing
OPTIMAL HOLDING PERIOD IN MONTHS
PROBABILITY OF OUT-PERFORMANCE OVER MIDCAP 100
ANNUALIZED OUT-PERFORMANCE OVER MIDCAP 100
AVERAGE ANNUAL CAGR
ANNUALIZED RISK
BASKET FOR DIFFERENT
PROFILE
Themes for 3 Different Risk profile. All our themes are designed to Out-Perform the Benchmark Index with lesser than average market volatility
ALTIUS
Basket to MAXIMIZE the Return per unit Risk. This theme is suitable for clients who are looking are looking for Moderate Risk
CITIUS
Aggressive Concentrated High Risk Baskets. This theme is suitable for clients looking for returns
FORTIUS
Basket designed with Low Risk. This theme is suitable for people looking for Out-Performance with Low Risk
Altius
Midcap Quantitative investing Basket that maximizes return per unit risk and has the potential to out-perform the benchmark Midcap 100 Index
Citius
Midcap Quantitative Concentrated basket with Higher risk which has potential to out-perform the benchmark Midcap 100 Index
Fortius
Midcap Quantitative Defensive Basket with the potential to out-perform the Midcap 100 Index
Midcap Simulations
Our Baskets Out-Performed the Benchmark in Returns with a Lower Risk (Back-Testing since 2005)
Parameter | Midcap 100-Benchmark | Altius | Citus | Fortius |
|---|---|---|---|---|
Annualized Returns | 18.7% | 21.6% | 24.5% | 25.1% |
Annualized Standard Deviation | 28.3% | 18.9% | 21.1% | 20.6% |
Monthly Returns | 1.44% | 1.64% | 1.84% | 1.84% |
Monthly Standard Deviation | 8.18% | 5.46% | 6.09% | 5.94% |
Return/Risk | 0.66 | 1.14 | 1.16 | 1.22 |
Beta | 0.66 | 0.74 | 0.75 |
Absolute Returns Simulations
Simulations Statistics of Absolute Returns over next 36 months (Back-Testing since 2005)
Parameter | Midcap 100 | Altius | Citus | Fortius |
|---|---|---|---|---|
Average Returns | 39.2% | 63.5% | 68.2% | 67.6% |
Yearly Returns CAGR | 11.6% | 17.8% | 18.9% | 18.8% |
Winning % | 83.0% | 95.2% | 98.2% | 98.2% |
Average Absolute Gain | 50.2% | 66.8% | 69.7% | 68.9% |
Average Absolute Loss | -14.8% | -3.6% | -9.7% | -4.4% |
Conditional Variance (99) | -31.3% | -6.0% | -10.7% | -6.0% |
Baskets Out-Performance Simulations
Simulations Statistics of Out-Performance against benchmark over next 36 months (Back-Testing since 2005)
Parameter | Altius | Citius | Fortius |
|---|---|---|---|
Average Absolute Out-Performance | 24.3% | 29.0% | 28.4% |
Yearly Out-Performance CAGR | 7.5% | 8.9% | 8.7% |
Winning % | 99.4% | 99.4% | 99.4% |
Average Absolute Out-Performance | 24.5% | 29.2% | 28.6% |
Average Absolute Under-Performance | -1.1% | -2.8% | -7.2% |
Conditional Variance (99) Out-Performance | -0.5% | 0.0% | -2.0% |