Random Portfolio – 2018
We have been doing Random Portfolio exercises for the last few years. We started looking at this interesting topic almost 3 years back and could make a template with the help of my friend Prashant Krish and now my team mate Harsh Doshi does the iterations for the last couple of years.
Every time we have a fantastic year we do this exercise to tone down the emotions which come along with a great year. This time after a bad year this exercise is a consolation that the market has been bad for many.
Random Portfolio Selection Filter
•The only filter was stock should be above 10 rs and listed on NSE. ( to remove unusual big movers or duds )
•25 stocks selected randomly ( rand between function) with an equal weightage of 4%.
•Time Period – Last 6 months and Year to Date.
•No shuffling of stocks. Just buy and hold.
•No brokerage applied.
We created 5 random portfolios on the above selection criteria.
Lets look at returns of Random Portfolio for YTD 2018
Read more at http://www.nooreshtech.co.in/2018/12/2018-till-now-random-portfolio-down-20-40-market-returns-are-not-linear.html
We have been doing Random Portfolio exercises for the last few years. We started looking at this interesting topic almost 3 years back and could make a template with the help of my friend Prashant Krish and now my team mate Harsh Doshi does the iterations for the last couple of years.
Every time we have a fantastic year we do this exercise to tone down the emotions which come along with a great year. This time after a bad year this exercise is a consolation that the market has been bad for many.
Random Portfolio Selection Filter
•The only filter was stock should be above 10 rs and listed on NSE. ( to remove unusual big movers or duds )
•25 stocks selected randomly ( rand between function) with an equal weightage of 4%.
•Time Period – Last 6 months and Year to Date.
•No shuffling of stocks. Just buy and hold.
•No brokerage applied.
We created 5 random portfolios on the above selection criteria.
Lets look at returns of Random Portfolio for YTD 2018
01-01-2018
|
28-11-2018
| ||
Portfolio
|
Initial Equity
|
End Equity
|
% Returns
|
Random Portfolio 1
|
1000000
|
648578
|
-35.14%
|
Random Portfolio 2
|
1000000
|
611148
|
-38.89%
|
Random Portfolio 3
|
1000000
|
653878
|
-34.61%
|
Random Portfolio 4
|
1000000
|
688377
|
-31.16%
|
Random Portfolio 5
|
1000000
|
763675
|
-23.63%
|
Average Returns (%)
|
-32.7%
| ||
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