Rank of VWAP

Evaluates distances between price and volume ranks

Min Capital Required: INR 20,000

Risk Level: high

Ideal investment time: 1 year

Subscription Charge for 6 months: 1.5% of capital

IMPORTANT:These are backtest results. We do not guarantee any of the numbers below to be replicated in live stock markets. Live results will be added as and when they come in.

Returns%
71.00%
Sharpe
1.69
Risk%
42.00%
Profit Ratio
0.50
Transaction Count
543
Max Drawdown
10.00%

S. No.

Stock

Amount

Annualized Return (%)

Annualized Volatility (%)

Sharpe Ratio

Hit Ratio

Max Drawdown (%)

Transaction Count

Download Log

Details

1 PORTFOLIO 100000.00 71.00 42.00 1.69 0.50 10.00 543
2 BANK OF BARODA 25000.00 127.00 139.00 0.92 0.56 28.00 122
3 RELIANCE INDUSTRIES 25000.00 62.00 117.00 0.53 0.50 56.00 176
4 BHARAT ELECTRONICS LTD 25000.00 26.00 94.00 0.28 0.48 34.00 120
5 JAIN IRRIGATION SYSTEMS 25000.00 59.00 111.00 0.54 0.47 40.00 125