About the smallcase

The Calm Investor Portfolio is based on the principles explained in "Quantitative Momentum" by Jack Vogel and Wes Gray. The underlying construct:

  • Picks up to 20 stocks from the top 200 stocks by market cap, selected based on trailing return and quality of momentum
  • Review portfolio monthly, and rebalance at least quarterly
  • If enough opportunities are not identified, stay in cash


Note that backtests show momentum outperforms in general market uptrends and underperforms other strategies in sideways or downward trending markets.

Past Performance vs 

1m6m1y3ymaxSIP
Current value of ₹ 100 invested once
at launch

Mar 12, 2019

would be
Calm Investor Momentum
₹ 261.00
Equity Large & Mid Cap
₹ 150.87
AprJulOct2020AprJulOct2021AprJulOct2022Apr100150200250300

Note: All performance graphs & numbers are calculated using only the live data and includes rebalances. Past performance doesn't include cost or guarantee future returns.