Aspire-NAR.W [Aspire AR Weekly]

Nifty, Gold and Liquid asset rotation (ETFs) reviewed weekly. Size INR 10k-1L. CAGR >15%. Risk <40%.

For FD and MF focused investors looking to get started with simple and direct participation in securities market

Rotates investments among negatively correlated asset classes to benefit from trends, while mitigating risks in those asset classes
Typical holding period 20 to 30 weeks

Exclusive portfolio, available only for subscribers.

Plans are as follows
12 Months: ~~₹ 250~~ ₹ 200

Backtested Equity Curves

Backtested Performance Indicators

Definitions and Notes

Equity curve: Timeseries depicting how 1 rupee invested has grown over the investment period
CAGR: Cumulative annualized growth rate
Volatility (SD): Annualized standard deviation of daily returns
Maximum Drawdown (MaxDD): Maximum observed loss from a peak to a following trough of a portfolio
Information Ratio (IR): CAGR divided by volatility
Calmar Ratio (CR): CAGR divided by Maximum Drawdown
Alpha (α): excess returns earned on an investment above the Nifty 50 return
Beta (β): measure of volatility relative Nifty 50
TradesYrly: Average number round trades done in a year
Winrate: Percentage of trades that are profitable
Average win size (AvgWin): Average profit generated in profitable trades in percentage terms
Average loss size (AvgLoss): Average loss generated in unprofitable trades in percentage terms

Notes:

All backtests were generated on 4th Dec 2021
Backtested performance includes events like stock splits & mergers, but not dividend, which may be additional
Backtested performance includes an estimate for transaction costs (STT, stamp duties, exchange fee etc.) and nominal slippages, but not tax
Past performance doesn’t guarantee future performance
1 month, 3 months, 1 year, 3 years backtest are generated over 20, 60, 250, 750 business days respectively

Disclosures

Research Analyst and its associates shall not enter transactions on our own or associated accounts which are contrary to the research provided.
Research Analyst and its associates or relatives may hold or transact in stocks in our smallcase in our personal capacity.
Research Analyst is not engaged in market making activity for the subject company.
Subject companies have not been a client of the Research Analyst for last 12 months.
Research Analyst is not serving as an officer, director, or employee of the subject companies.
Research Analyst has not received any compensation or benefits in the last 12 months from the companies mentioned in the smallcase.
We Research Analyst and not Investment Advisor and operate strictly as per requirements of the SEBI RA regulations. We do not offer financial planning or risk assessment. Investors should seek the advice of their independent financial advisor prior to making any investment decision.

Founder

About Pankaj Singh

Our founder Pankaj Singh is a SEBI registered research analyst (INH200008644). He is an engineer from Bangalore University and holds an MBA in finance from Indian School of Business, Hyderabad (ISB).

Pankaj is an active investor in the securities market and has more than 20 years experience in technology product development and management consulting in Bosch, EY, Honeywell and Microsoft.

Aspire-NAR.W [Aspire AR Weekly]