User Portfolio (from quantities)
| Stock | Qty | Start Close | Value | Weight |
|---|
| RELIANCE | 18.0000 | 1145.70 | 20622.60 | 2.49% |
| TCS | 24.0000 | 3817.75 | 91626.00 | 11.07% |
| INFY | 32.0000 | 1898.45 | 60750.40 | 7.34% |
| HDFCBANK | 20.0000 | 759.80 | 15196.00 | 1.84% |
| ICICIBANK | 28.0000 | 764.70 | 21411.60 | 2.59% |
| SBIN | 45.0000 | 470.80 | 21186.00 | 2.56% |
| LT | 14.0000 | 1922.85 | 26919.90 | 3.25% |
| ITC | 70.0000 | 185.60 | 12992.00 | 1.57% |
| HINDUNILVR | 12.0000 | 2361.30 | 28335.60 | 3.42% |
| BHARTIARTL | 26.0000 | 691.30 | 17973.80 | 2.17% |
| KOTAKBANK | 16.0000 | 364.90 | 5838.40 | 0.71% |
| AXISBANK | 22.0000 | 696.35 | 15319.70 | 1.85% |
| BAJFINANCE | 8.0000 | 722.00 | 5776.00 | 0.70% |
| ASIANPAINT | 11.0000 | 3422.40 | 37646.40 | 4.55% |
| MARUTI | 6.0000 | 7523.90 | 45143.40 | 5.45% |
| SUNPHARMA | 18.0000 | 848.95 | 15281.10 | 1.85% |
| TITAN | 10.0000 | 2523.85 | 25238.50 | 3.05% |
| NESTLEIND | 4.0000 | 983.90 | 3935.60 | 0.48% |
| ULTRACEMCO | 5.0000 | 7723.90 | 38619.50 | 4.67% |
| M&M | 15.0000 | 829.80 | 12447.00 | 1.50% |
| WIPRO | 40.0000 | 343.50 | 13740.00 | 1.66% |
| NTPC | 52.0000 | 126.00 | 6552.00 | 0.79% |
| ONGC | 60.0000 | 129.30 | 7758.00 | 0.94% |
| POWERGRID | 58.0000 | 150.20 | 8711.60 | 1.05% |
| ADANIPORTS | 17.0000 | 736.60 | 12522.20 | 1.51% |
| TMPV | 34.0000 | 342.60 | 11648.40 | 1.41% |
| BAJAJFINSV | 9.0000 | 1698.15 | 15283.35 | 1.85% |
| HCLTECH | 19.0000 | 1326.15 | 25196.85 | 3.04% |
| COALINDIA | 48.0000 | 144.60 | 6940.80 | 0.84% |
| TECHM | 21.0000 | 1725.30 | 36231.30 | 4.38% |
| INDUSINDBK | 13.0000 | 912.30 | 11859.90 | 1.43% |
| JSWSTEEL | 27.0000 | 667.05 | 18010.35 | 2.18% |
| TATASTEEL | 42.0000 | 108.13 | 4541.46 | 0.55% |
| DRREDDY | 7.0000 | 970.65 | 6794.55 | 0.82% |
| CIPLA | 23.0000 | 930.50 | 21401.50 | 2.59% |
| BRITANNIA | 6.0000 | 3617.55 | 21705.30 | 2.62% |
| APOLLOHOSP | 5.0000 | 4990.50 | 24952.50 | 3.01% |
| EICHERMOT | 4.0000 | 2718.80 | 10875.20 | 1.31% |
| GRASIM | 12.0000 | 1655.00 | 19860.00 | 2.40% |
| HEROMOTOCO | 9.0000 | 2318.45 | 20866.05 | 2.52% |
Best Portfolio (Tangency on CML)
| Stock | Weight | Asset Ann. Return |
|---|
| M&M | 23.98% | 38.21% |
| BHARTIARTL | 22.61% | 26.64% |
| NTPC | 14.32% | 30.33% |
| EICHERMOT | 11.25% | 29.61% |
| COALINDIA | 10.64% | 30.83% |
| SUNPHARMA | 10.58% | 19.41% |
| HEROMOTOCO | 2.70% | 25.46% |
| SBIN | 2.06% | 25.86% |
| BRITANNIA | 1.86% | 14.45% |
Comparison Summary
- User: return=9.76%, vol=13.19%, sharpe=0.285
- Best: return=29.68%, vol=15.73%, sharpe=1.506
- Delta (Best - User): return=19.92%, vol=2.54%, sharpe=1.220