About the smallcase

MI_ST_ATH is an absolute momentum strategy which chases stocks near their All time highs. It is a well-researched phenomenon that stocks that are near to their all-time highs have a high probability to keep performing well.

 

  • An up-to 10 stock concentrated portfolio with equal weights for each component
  • Stocks from NSE listed universe (with additional filters of very high turnover stocks only) and above market capitalization of 1000cr or more.
  • Stock selection based on Momentum ranking and nearness to their All Time Highs
  • Absolute Momentum performance is the basis for each stock selection
  • Every week the portfolio is reviewed and stocks which do not hold up the exit criterion are shelved while new ones enter.
  • At times when new momentum picks are not available the portfolio will sit in cash (in interest bearing instruments like LIQUID BEES).
  • There is zero discretion of the manager in running this portfolio.
  • The strategies have been rigorously back tested on years of data to prove their efficacy.
  • The optimal size for investing in this portfolio is INR 10 to 30 lacs


A complete video on Mi_ST_ATH can be seen here

Past Performance vs 

Current value of ₹ 100 invested once
at launch

Mar 30, 2019

would be
Mi_ST_ATH
₹ 275.54
Equity Multi Cap
₹ 153.94
AprJulOct2020AprJulOct2021AprJulOct2022AprJulOct2023100150200250300

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.