User Portfolio (from quantities)
| Stock | Qty | Start Close | Value | Weight |
|---|
| ONGC | 257.2078 | 129.30 | 33256.97 | 11.04% |
| COALINDIA | 114.5604 | 144.60 | 16565.44 | 5.50% |
| NTPC | 104.6756 | 126.00 | 13189.12 | 4.38% |
| POWERGRID | 104.2400 | 150.20 | 15656.85 | 5.20% |
| TATASTEEL | 70.5935 | 108.13 | 7633.27 | 2.53% |
| JSWSTEEL | 67.8141 | 667.05 | 45235.43 | 15.02% |
| RELIANCE | 61.7662 | 1145.70 | 70765.59 | 23.50% |
| BHARTIARTL | 49.6087 | 691.30 | 34294.48 | 11.39% |
| SBIN | 35.9571 | 470.80 | 16928.62 | 5.62% |
| ADANIPORTS | 31.1588 | 736.60 | 22951.58 | 7.62% |
| LT | 12.4177 | 1922.85 | 23877.44 | 7.93% |
| M&M | 1.0000 | 829.80 | 829.80 | 0.28% |
Best Portfolio (Tangency on CML)
| Stock | Weight | Asset Ann. Return |
|---|
| BHARTIARTL | 39.56% | 30.57% |
| M&M | 37.55% | 41.91% |
| COALINDIA | 14.03% | 29.93% |
| NTPC | 8.86% | 27.69% |
Comparison Summary
- User: return=20.03%, vol=17.60%, sharpe=0.797
- Best: return=34.48%, vol=17.92%, sharpe=1.589
- Delta (Best - User): return=14.45%, vol=0.32%, sharpe=0.792