Trading Strategy Research - Fixed Amount SIP using Options vs. Underyling

The strategy definition is as follows:

  • Portfolio 1: Invest a fixed amount at Beginning of Month in the Underlying NIFTY
  • Portfolio 2: Invest a fixed amount into Calls and Puts at BOM. Reinvest all proceeds accordingly

Portfolio 1: SIP Investing the NIFTY 50

In this post, I will explore the following:

  • Obtain NIFTY 50 data from 2004-2019
  • Invest INR 30,000 on the first available trading day of the month
  • Observe the performance of "systematic unbiased investing" ... in other words "invest regularly" strategy. Kind of the stuff professed in "Intelligent Investor" by Graham.
index Txn.Qty Txn.Price Txn.Value Txn.Avg.Cost Pos.Qty Pos.Avg.Cost Gross.Txn.Realized.PL Txn.Fees Net.Txn.Realized.PL Con.Mult ticker Txn.Date
2004-01-01 15 1912.25 28683.75 1912.25 15 1912.250 0 0 0 1 NIFTY 50 2004-01-01
2004-02-03 16 1769.00 28304.00 1769.00 31 1838.315 0 0 0 1 NIFTY 50 2004-02-03
2004-03-01 16 1852.70 29643.20 1852.70 47 1843.212 0 0 0 1 NIFTY 50 2004-03-01
2004-04-01 16 1819.65 29114.40 1819.65 63 1837.228 0 0 0 1 NIFTY 50 2004-04-01
2004-05-03 16 1766.70 28267.20 1766.70 79 1822.944 0 0 0 1 NIFTY 50 2004-05-03
2004-06-01 19 1507.90 28650.10 1507.90 98 1761.864 0 0 0 1 NIFTY 50 2004-06-01
2004-07-01 19 1537.20 29206.80 1537.20 117 1725.380 0 0 0 1 NIFTY 50 2004-07-01
2004-08-02 18 1639.05 29502.90 1639.05 135 1713.869 0 0 0 1 NIFTY 50 2004-08-02
2004-09-01 18 1635.45 29438.10 1635.45 153 1704.643 0 0 0 1 NIFTY 50 2004-09-01
2004-10-01 16 1775.15 28402.40 1775.15 169 1711.319 0 0 0 1 NIFTY 50 2004-10-01
2004-11-01 16 1797.75 28764.00 1797.75 185 1718.794 0 0 0 1 NIFTY 50 2004-11-01
2004-12-01 15 1962.05 29430.75 1962.05 200 1737.038 0 0 0 1 NIFTY 50 2004-12-01
2005-01-03 14 2115.00 29610.00 2115.00 214 1761.764 0 0 0 1 NIFTY 50 2005-01-03
2005-02-01 14 2059.85 28837.90 2059.85 228 1780.068 0 0 0 1 NIFTY 50 2005-02-01
2005-03-01 14 2084.40 29181.60 2084.40 242 1797.674 0 0 0 1 NIFTY 50 2005-03-01
2005-04-01 14 2067.65 28947.10 2067.65 256 1812.438 0 0 0 1 NIFTY 50 2005-04-01
2005-05-02 15 1916.75 28751.25 1916.75 271 1818.212 0 0 0 1 NIFTY 50 2005-05-02
2005-06-01 14 2087.55 29225.70 2087.55 285 1831.443 0 0 0 1 NIFTY 50 2005-06-01
2005-07-01 13 2211.90 28754.70 2211.90 298 1848.040 0 0 0 1 NIFTY 50 2005-07-01
2005-08-01 12 2318.05 27816.60 2318.05 310 1866.234 0 0 0 1 NIFTY 50 2005-08-01
2005-09-01 12 2405.75 28869.00 2405.75 322 1886.340 0 0 0 1 NIFTY 50 2005-09-01
2005-10-03 11 2630.05 28930.55 2630.05 333 1910.907 0 0 0 1 NIFTY 50 2005-10-03
2005-11-01 12 2386.75 28641.00 2386.75 345 1927.458 0 0 0 1 NIFTY 50 2005-11-01
2005-12-01 11 2698.95 29688.45 2698.95 356 1951.296 0 0 0 1 NIFTY 50 2005-12-01
2006-01-02 10 2835.95 28359.50 2835.95 366 1975.467 0 0 0 1 NIFTY 50 2006-01-02
2006-02-01 10 2971.55 29715.50 2971.55 376 2001.959 0 0 0 1 NIFTY 50 2006-02-01
2006-03-01 9 3123.10 28107.90 3123.10 385 2028.167 0 0 0 1 NIFTY 50 2006-03-01
2006-04-03 8 3473.30 27786.40 3473.30 393 2057.585 0 0 0 1 NIFTY 50 2006-04-03
2006-05-02 8 3605.45 28843.60 3605.45 401 2088.465 0 0 0 1 NIFTY 50 2006-05-02
2006-06-01 10 2962.25 29622.50 2962.25 411 2109.725 0 0 0 1 NIFTY 50 2006-06-01
2006-07-03 9 3150.95 28358.55 3150.95 420 2132.037 0 0 0 1 NIFTY 50 2006-07-03
2006-08-01 9 3147.80 28330.20 3147.80 429 2153.346 0 0 0 1 NIFTY 50 2006-08-01
2006-09-01 8 3435.45 27483.60 3435.45 437 2176.817 0 0 0 1 NIFTY 50 2006-09-01
2006-10-03 8 3569.60 28556.80 3569.60 445 2201.856 0 0 0 1 NIFTY 50 2006-10-03
2006-11-01 7 3767.05 26369.35 3767.05 452 2226.096 0 0 0 1 NIFTY 50 2006-11-01
2006-12-01 7 3997.60 27983.20 3997.60 459 2253.112 0 0 0 1 NIFTY 50 2006-12-01
2007-01-02 7 4007.40 28051.80 4007.40 466 2279.464 0 0 0 1 NIFTY 50 2007-01-02
2007-02-01 7 4137.20 28960.40 4137.20 473 2306.957 0 0 0 1 NIFTY 50 2007-02-01
2007-03-01 7 3811.20 26678.40 3811.20 480 2328.894 0 0 0 1 NIFTY 50 2007-03-01
2007-04-02 8 3633.60 29068.80 3633.60 488 2350.283 0 0 0 1 NIFTY 50 2007-04-02
2007-05-03 7 4150.85 29055.95 4150.85 495 2375.745 0 0 0 1 NIFTY 50 2007-05-03
2007-06-01 6 4297.05 25782.30 4297.05 501 2398.755 0 0 0 1 NIFTY 50 2007-06-01
2007-07-02 6 4313.75 25882.50 4313.75 507 2421.418 0 0 0 1 NIFTY 50 2007-07-02
2007-08-01 6 4345.85 26075.10 4345.85 513 2443.926 0 0 0 1 NIFTY 50 2007-08-01
2007-09-03 6 4474.75 26848.50 4474.75 519 2467.403 0 0 0 1 NIFTY 50 2007-09-03
2007-10-01 5 5068.95 25344.75 5068.95 524 2492.227 0 0 0 1 NIFTY 50 2007-10-01
2007-11-01 5 5866.45 29332.25 5866.45 529 2524.120 0 0 0 1 NIFTY 50 2007-11-01
2007-12-03 5 5865.00 29325.00 5865.00 534 2555.401 0 0 0 1 NIFTY 50 2007-12-03
2008-01-01 4 6144.35 24577.40 6144.35 538 2582.085 0 0 0 1 NIFTY 50 2008-01-01
2008-02-01 5 5317.25 26586.25 5317.25 543 2607.271 0 0 0 1 NIFTY 50 2008-02-01
2008-03-03 6 4953.00 29718.00 4953.00 549 2632.907 0 0 0 1 NIFTY 50 2008-03-03
2008-04-01 6 4739.55 28437.30 4739.55 555 2655.682 0 0 0 1 NIFTY 50 2008-04-01
2008-05-02 5 5228.20 26141.00 5228.20 560 2678.650 0 0 0 1 NIFTY 50 2008-05-02
2008-06-02 6 4739.60 28437.60 4739.60 566 2700.498 0 0 0 1 NIFTY 50 2008-06-02
2008-07-01 7 3896.75 27277.25 3896.75 573 2715.112 0 0 0 1 NIFTY 50 2008-07-01
2008-08-01 6 4413.55 26481.30 4413.55 579 2732.712 0 0 0 1 NIFTY 50 2008-08-01
2008-09-01 6 4348.65 26091.90 4348.65 585 2749.286 0 0 0 1 NIFTY 50 2008-09-01
2008-10-01 7 3950.75 27655.25 3950.75 592 2763.492 0 0 0 1 NIFTY 50 2008-10-01
2008-11-03 9 3043.85 27394.65 3043.85 601 2767.691 0 0 0 1 NIFTY 50 2008-11-03
2008-12-01 11 2682.90 29511.90 2682.90 612 2766.167 0 0 0 1 NIFTY 50 2008-12-01
2009-01-01 9 3033.45 27301.05 3033.45 621 2770.040 0 0 0 1 NIFTY 50 2009-01-01
2009-02-02 10 2766.65 27666.50 2766.65 631 2769.987 0 0 0 1 NIFTY 50 2009-02-02
2009-03-02 11 2674.60 29420.60 2674.60 642 2768.352 0 0 0 1 NIFTY 50 2009-03-02
2009-04-01 9 3060.35 27543.15 3060.35 651 2772.389 0 0 0 1 NIFTY 50 2009-04-01
2009-05-04 8 3654.00 29232.00 3654.00 659 2783.092 0 0 0 1 NIFTY 50 2009-05-04
2009-06-01 6 4529.90 27179.40 4529.90 665 2798.852 0 0 0 1 NIFTY 50 2009-06-01
2009-07-01 6 4340.90 26045.40 4340.90 671 2812.641 0 0 0 1 NIFTY 50 2009-07-01
2009-08-03 6 4711.40 28268.40 4711.40 677 2829.469 0 0 0 1 NIFTY 50 2009-08-03
2009-09-01 6 4625.35 27752.10 4625.35 683 2845.246 0 0 0 1 NIFTY 50 2009-09-01
2009-10-01 5 5083.40 25417.00 5083.40 688 2861.511 0 0 0 1 NIFTY 50 2009-10-01
2009-11-03 6 4563.90 27383.40 4563.90 694 2876.229 0 0 0 1 NIFTY 50 2009-11-03
2009-12-01 5 5122.00 25610.00 5122.00 699 2892.293 0 0 0 1 NIFTY 50 2009-12-01
2010-01-04 5 5232.20 26161.00 5232.20 704 2908.912 0 0 0 1 NIFTY 50 2010-01-04
2010-02-01 6 4899.70 29398.20 4899.70 710 2925.736 0 0 0 1 NIFTY 50 2010-02-01
2010-03-02 5 5017.00 25085.00 5017.00 715 2940.360 0 0 0 1 NIFTY 50 2010-03-02
2010-04-01 5 5290.50 26452.50 5290.50 720 2956.680 0 0 0 1 NIFTY 50 2010-04-01
2010-05-03 5 5222.75 26113.75 5222.75 725 2972.308 0 0 0 1 NIFTY 50 2010-05-03
2010-06-01 6 4970.20 29821.20 4970.20 731 2988.707 0 0 0 1 NIFTY 50 2010-06-01
2010-07-01 5 5251.40 26257.00 5251.40 736 3004.078 0 0 0 1 NIFTY 50 2010-07-01
2010-08-02 5 5431.65 27158.25 5431.65 741 3020.459 0 0 0 1 NIFTY 50 2010-08-02
2010-09-01 5 5471.85 27359.25 5471.85 746 3036.889 0 0 0 1 NIFTY 50 2010-09-01
2010-10-01 4 6143.40 24573.60 6143.40 750 3053.457 0 0 0 1 NIFTY 50 2010-10-01
2010-11-01 4 6117.55 24470.20 6117.55 754 3069.712 0 0 0 1 NIFTY 50 2010-11-01
2010-12-01 5 5960.90 29804.50 5960.90 759 3088.758 0 0 0 1 NIFTY 50 2010-12-01
2011-01-03 4 6157.60 24630.40 6157.60 763 3104.847 0 0 0 1 NIFTY 50 2011-01-03
2011-02-01 5 5417.20 27086.00 5417.20 768 3119.901 0 0 0 1 NIFTY 50 2011-02-01
2011-03-01 5 5522.30 27611.50 5522.30 773 3135.440 0 0 0 1 NIFTY 50 2011-03-01
2011-04-01 5 5826.05 29130.25 5826.05 778 3152.732 0 0 0 1 NIFTY 50 2011-04-01
2011-05-02 5 5701.30 28506.50 5701.30 783 3169.007 0 0 0 1 NIFTY 50 2011-05-02
2011-06-01 5 5592.00 27960.00 5592.00 788 3184.381 0 0 0 1 NIFTY 50 2011-06-01
2011-07-01 5 5627.20 28136.00 5627.20 793 3199.783 0 0 0 1 NIFTY 50 2011-07-01
2011-08-01 5 5516.80 27584.00 5516.80 798 3214.301 0 0 0 1 NIFTY 50 2011-08-01
2011-09-02 5 5040.00 25200.00 5040.00 803 3225.669 0 0 0 1 NIFTY 50 2011-09-02
2011-10-03 6 4849.50 29097.00 4849.50 809 3237.712 0 0 0 1 NIFTY 50 2011-10-03
2011-11-01 5 5257.95 26289.75 5257.95 814 3250.122 0 0 0 1 NIFTY 50 2011-11-01
2011-12-01 6 4936.85 29621.10 4936.85 820 3262.463 0 0 0 1 NIFTY 50 2011-12-01
2012-01-02 6 4636.75 27820.50 4636.75 826 3272.446 0 0 0 1 NIFTY 50 2012-01-02
2012-02-01 5 5235.70 26178.50 5235.70 831 3284.259 0 0 0 1 NIFTY 50 2012-02-01
2012-03-01 5 5339.75 26698.75 5339.75 836 3296.552 0 0 0 1 NIFTY 50 2012-03-01
2012-04-02 5 5317.90 26589.50 5317.90 841 3308.570 0 0 0 1 NIFTY 50 2012-04-02
2012-05-02 5 5239.15 26195.75 5239.15 846 3319.980 0 0 0 1 NIFTY 50 2012-05-02
2012-06-01 6 4841.60 29049.60 4841.60 852 3330.696 0 0 0 1 NIFTY 50 2012-06-01
2012-07-02 5 5278.60 26393.00 5278.60 857 3342.060 0 0 0 1 NIFTY 50 2012-07-02
2012-08-01 5 5240.50 26202.50 5240.50 862 3353.072 0 0 0 1 NIFTY 50 2012-08-01
2012-09-03 5 5253.75 26268.75 5253.75 867 3364.033 0 0 0 1 NIFTY 50 2012-09-03
2012-10-01 5 5718.80 28594.00 5718.80 872 3377.535 0 0 0 1 NIFTY 50 2012-10-01
2012-11-01 5 5645.05 28225.25 5645.05 877 3390.463 0 0 0 1 NIFTY 50 2012-11-01
2012-12-03 5 5870.95 29354.75 5870.95 882 3404.525 0 0 0 1 NIFTY 50 2012-12-03
2013-01-01 5 5950.85 29754.25 5950.85 887 3418.878 0 0 0 1 NIFTY 50 2013-01-01
2013-02-01 5 5998.90 29994.50 5998.90 892 3433.340 0 0 0 1 NIFTY 50 2013-02-01
2013-03-01 5 5719.70 28598.50 5719.70 897 3446.085 0 0 0 1 NIFTY 50 2013-03-01
2013-04-01 5 5704.40 28522.00 5704.40 902 3458.603 0 0 0 1 NIFTY 50 2013-04-01
2013-05-02 5 5999.35 29996.75 5999.35 907 3472.610 0 0 0 1 NIFTY 50 2013-05-02
2013-06-03 5 5939.30 29696.50 5939.30 912 3486.133 0 0 0 1 NIFTY 50 2013-06-03
2013-07-01 5 5898.85 29494.25 5898.85 917 3499.289 0 0 0 1 NIFTY 50 2013-07-01
2013-08-01 5 5727.85 28639.25 5727.85 922 3511.374 0 0 0 1 NIFTY 50 2013-08-01
2013-09-02 5 5550.75 27753.75 5550.75 927 3522.374 0 0 0 1 NIFTY 50 2013-09-02
2013-10-01 5 5780.05 28900.25 5780.05 932 3534.486 0 0 0 1 NIFTY 50 2013-10-01
2013-11-01 4 6307.20 25228.80 6307.20 936 3546.335 0 0 0 1 NIFTY 50 2013-11-01
2013-12-02 4 6217.85 24871.40 6217.85 940 3557.703 0 0 0 1 NIFTY 50 2013-12-02
2014-01-01 4 6301.65 25206.60 6301.65 944 3569.330 0 0 0 1 NIFTY 50 2014-01-01
2014-02-03 4 6001.80 24007.20 6001.80 948 3579.594 0 0 0 1 NIFTY 50 2014-02-03
2014-03-03 4 6221.45 24885.80 6221.45 952 3590.694 0 0 0 1 NIFTY 50 2014-03-03
2014-04-01 4 6721.05 26884.20 6721.05 956 3603.792 0 0 0 1 NIFTY 50 2014-04-01
2014-05-02 4 6694.80 26779.20 6694.80 960 3616.671 0 0 0 1 NIFTY 50 2014-05-02
2014-06-02 4 7362.50 29450.00 7362.50 964 3632.214 0 0 0 1 NIFTY 50 2014-06-02
2014-07-01 3 7634.70 22904.10 7634.70 967 3644.631 0 0 0 1 NIFTY 50 2014-07-01
2014-08-01 3 7602.60 22807.80 7602.60 970 3656.872 0 0 0 1 NIFTY 50 2014-08-01
2014-09-01 3 8027.70 24083.10 8027.70 973 3670.349 0 0 0 1 NIFTY 50 2014-09-01
2014-10-01 3 7945.55 23836.65 7945.55 976 3683.489 0 0 0 1 NIFTY 50 2014-10-01
2014-11-03 3 8324.15 24972.45 8324.15 979 3697.710 0 0 0 1 NIFTY 50 2014-11-03
2014-12-01 3 8555.90 25667.70 8555.90 982 3712.552 0 0 0 1 NIFTY 50 2014-12-01
2015-01-01 3 8284.00 24852.00 8284.00 985 3726.475 0 0 0 1 NIFTY 50 2015-01-01
2015-02-02 3 8797.40 26392.20 8797.40 988 3741.873 0 0 0 1 NIFTY 50 2015-02-02
2015-03-02 3 8956.75 26870.25 8956.75 991 3757.659 0 0 0 1 NIFTY 50 2015-03-02
2015-04-01 3 8586.25 25758.75 8586.25 994 3772.232 0 0 0 1 NIFTY 50 2015-04-01
2015-05-04 3 8331.95 24995.85 8331.95 997 3785.953 0 0 0 1 NIFTY 50 2015-05-04
2015-06-01 3 8433.40 25300.20 8433.40 1000 3799.895 0 0 0 1 NIFTY 50 2015-06-01
2015-07-01 3 8453.05 25359.15 8453.05 1003 3813.813 0 0 0 1 NIFTY 50 2015-07-01
2015-08-03 3 8543.05 25629.15 8543.05 1006 3827.916 0 0 0 1 NIFTY 50 2015-08-03
2015-09-01 3 7785.85 23357.55 7785.85 1009 3839.684 0 0 0 1 NIFTY 50 2015-09-01
2015-10-01 3 7950.90 23852.70 7950.90 1012 3851.871 0 0 0 1 NIFTY 50 2015-10-01
2015-11-02 3 8050.80 24152.40 8050.80 1015 3864.282 0 0 0 1 NIFTY 50 2015-11-02
2015-12-01 3 7954.90 23864.70 7954.90 1018 3876.337 0 0 0 1 NIFTY 50 2015-12-01
2016-01-01 3 7963.20 23889.60 7963.20 1021 3888.345 0 0 0 1 NIFTY 50 2016-01-01
2016-02-01 3 7555.95 22667.85 7555.95 1024 3899.090 0 0 0 1 NIFTY 50 2016-02-01
2016-03-01 4 7222.30 28889.20 7222.30 1028 3912.021 0 0 0 1 NIFTY 50 2016-03-01
2016-04-01 3 7713.05 23139.15 7713.05 1031 3923.081 0 0 0 1 NIFTY 50 2016-04-01
2016-05-02 3 7805.90 23417.70 7805.90 1034 3934.347 0 0 0 1 NIFTY 50 2016-05-02
2016-06-01 3 8179.95 24539.85 8179.95 1037 3946.629 0 0 0 1 NIFTY 50 2016-06-01
2016-07-01 3 8328.35 24985.05 8328.35 1040 3959.268 0 0 0 1 NIFTY 50 2016-07-01
2016-08-01 3 8636.55 25909.65 8636.55 1043 3972.722 0 0 0 1 NIFTY 50 2016-08-01
2016-09-01 3 8774.65 26323.95 8774.65 1046 3986.494 0 0 0 1 NIFTY 50 2016-09-01
2016-10-03 3 8738.10 26214.30 8738.10 1049 4000.083 0 0 0 1 NIFTY 50 2016-10-03
2016-11-01 3 8626.25 25878.75 8626.25 1052 4013.276 0 0 0 1 NIFTY 50 2016-11-01
2016-12-01 3 8192.90 24578.70 8192.90 1055 4025.161 0 0 0 1 NIFTY 50 2016-12-01
2017-01-02 3 8179.50 24538.50 8179.50 1058 4036.941 0 0 0 1 NIFTY 50 2017-01-02
2017-02-01 3 8716.40 26149.20 8716.40 1061 4050.172 0 0 0 1 NIFTY 50 2017-02-01
2017-03-01 3 8945.80 26837.40 8945.80 1064 4063.975 0 0 0 1 NIFTY 50 2017-03-01
2017-04-03 3 9237.85 27713.55 9237.85 1067 4078.522 0 0 0 1 NIFTY 50 2017-04-03
2017-05-02 3 9313.80 27941.40 9313.80 1070 4093.201 0 0 0 1 NIFTY 50 2017-05-02
2017-06-01 3 9616.10 28848.30 9616.10 1073 4108.642 0 0 0 1 NIFTY 50 2017-06-01
2017-07-03 3 9615.00 28845.00 9615.00 1076 4123.994 0 0 0 1 NIFTY 50 2017-07-03
2017-08-01 2 10114.65 20229.30 10114.65 1078 4135.109 0 0 0 1 NIFTY 50 2017-08-01
2017-09-01 3 9974.40 29923.20 9974.40 1081 4151.314 0 0 0 1 NIFTY 50 2017-09-01
2017-10-03 3 9859.50 29578.50 9859.50 1084 4167.112 0 0 0 1 NIFTY 50 2017-10-03
2017-11-01 2 10440.50 20881.00 10440.50 1086 4178.665 0 0 0 1 NIFTY 50 2017-11-01
2017-12-01 2 10121.80 20243.60 10121.80 1088 4189.590 0 0 0 1 NIFTY 50 2017-12-01
2018-01-01 2 10435.55 20871.10 10435.55 1090 4201.050 0 0 0 1 NIFTY 50 2018-01-01
2018-02-01 2 11016.90 22033.80 11016.90 1092 4213.533 0 0 0 1 NIFTY 50 2018-02-01
2018-03-01 2 10458.35 20916.70 10458.35 1094 4224.950 0 0 0 1 NIFTY 50 2018-03-01
2018-04-02 2 10211.80 20423.60 10211.80 1096 4235.875 0 0 0 1 NIFTY 50 2018-04-02
2018-05-02 2 10718.05 21436.10 10718.05 1098 4247.682 0 0 0 1 NIFTY 50 2018-05-02
2018-06-01 2 10696.20 21392.40 10696.20 1100 4259.407 0 0 0 1 NIFTY 50 2018-06-01
2018-07-02 2 10657.30 21314.60 10657.30 1102 4271.018 0 0 0 1 NIFTY 50 2018-07-02
2018-08-01 2 11346.20 22692.40 11346.20 1104 4283.835 0 0 0 1 NIFTY 50 2018-08-01
2018-09-03 2 11582.35 23164.70 11582.35 1106 4297.033 0 0 0 1 NIFTY 50 2018-09-03
2018-10-01 2 11008.30 22016.60 11008.30 1108 4309.148 0 0 0 1 NIFTY 50 2018-10-01
2018-11-01 2 10380.45 20760.90 10380.45 1110 4320.087 0 0 0 1 NIFTY 50 2018-11-01
2018-12-03 2 10883.75 21767.50 10883.75 1112 4331.892 0 0 0 1 NIFTY 50 2018-12-03
2019-01-01 2 10910.10 21820.20 10910.10 1114 4343.702 0 0 0 1 NIFTY 50 2019-01-01
2019-01-24 -1114 10849.80 -12086677.20 10849.80 0 0.000 7247793 0 7247793 1 NIFTY 50 2019-01-24
NIFTY 50
Portfolio sip
Symbol NIFTY 50
Num.Txns 182
Num.Trades 1
Net.Trading.PL 7247793
Avg.Trade.PL 7247793
Med.Trade.PL 7247793
Largest.Winner 7247793
Largest.Loser 0
Gross.Profits 7247793
Gross.Losses 0
Std.Dev.Trade.PL NA
Std.Err.Trade.PL NA
Percent.Positive 100
Percent.Negative 0
Profit.Factor NA
Avg.Win.Trade 7247793
Med.Win.Trade 7247793
Avg.Losing.Trade NA
Med.Losing.Trade NA
Avg.Daily.PL 7247793
Med.Daily.PL 7247793
Std.Dev.Daily.PL NA
Std.Err.Daily.PL NA
Ann.Sharpe NA
Max.Drawdown -2135363
Profit.To.Max.Draw 3.394174
Avg.WinLoss.Ratio NA
Med.WinLoss.Ratio NA
Max.Equity 8229950
Min.Equity -141661.2
End.Equity 7247793
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec monthly
2004 Inf 105.6 49.2 35.9 3.6 25.9 29.4 15.3 21.2 13.1 20.0 13.7 Inf
2005 6.9 8.9 2.7 -1.1 16.2 11.9 8.9 7.3 13.3 -5.7 15.9 10.4 145.1
2006 8.8 5.3 13.3 6.7 -11.9 4.4 2.7 10.9 7.1 6.2 7.3 1.9 80.3
2007 4.5 -6.9 3.5 8.8 6.6 1.7 6.1 -0.3 13.8 18.6 -1.4 7.5 80.1
2008 -15.7 2.6 -8.4 10.3 -4.9 -16.1 8.6 1.7 -9.1 -25.5 -3.1 10.1 -44.4
2009 -2.1 -2.3 11.2 16.6 29.6 -2.7 9.0 1.5 10.0 -6.6 7.7 4.1 99.4
2010 -5.5 1.7 7.4 1.3 -3.0 5.3 1.7 1.3 12.4 0.3 -2.1 5.3 28.1
2011 -9.8 -2.5 10.1 -0.8 -2.7 2.2 -2.3 -8.2 -0.5 8.6 -8.7 -3.6 -18.6
2012 13.3 4.2 -1.1 -0.3 -5.6 8.0 -0.4 1.2 9.1 -0.9 5.2 1.1 37.4
2013 2.7 -5.1 0.4 4.9 1.5 -1.9 -1.2 -4.2 5.4 10.4 -1.5 2.5 13.7
2014 -3.0 3.5 7.3 0.3 8.4 5.7 1.8 3.3 0.4 4.8 3.5 -3.3 37.3
2015 6.7 1.4 -4.3 -3.4 3.4 -0.5 2.3 -6.3 0.0 1.8 -1.3 0.4 -0.5
2016 -4.5 -7.4 11.2 1.7 4.3 1.9 4.5 2.0 -1.7 0.5 -4.4 -0.2 6.8
2017 4.9 4.0 3.6 1.7 3.7 -0.8 6.1 -1.4 -1.0 5.9 -0.9 3.2 32.7
2018 4.9 -4.7 -3.4 6.4 0.2 0.0 6.2 3.0 -6.3 -4.8 4.9 0.0 5.4
2019 -100.0 NA NA NA NA NA NA NA NA NA NA NA -100.0