F-20 Portfolio Update : May 2023

Investing in the financial markets requires careful analysis and assessment of various metrics to gauge the effectiveness of investment strategies. In this blog post, we will dive into a comprehensive analysis of key metrics and market trends, including performance compared with indices, win-loss statistics, top gainers and losers, and important investment metrics. By examining these factors, investors can gain valuable insights into the performance of their investments and make informed decisions.

Performance Compared with Indices:

Comparing investment performance with benchmark indices provides a benchmark for evaluating success. Over a specified period, the F-20 portfolio has demonstrated an overall return of 87.19%, outperforming both the Nifty 50 (55.87% return) and the Nifty 500 (62.47% return) indices. This suggests that the investment strategy employed in the F-20 portfolio has been successful in generating favourable returns.

F-20 Performance compared with indices
From 1-Nov-19	Overall Return	Today's Change
Nifty_50	55.87%	-0.53%
NIFTY_500	62.47%	-0.21%
F-20 return	87.19%	0.77%

Win-Loss Statistics:

Analysing win-loss statistics provides insights into the effectiveness of an investment strategy. The F-20 portfolio showcases an impressive win ratio, with 10 wins and 10 losses. The average gains of 9.98% for wins and average losses of -7.65% indicate a positive outcome overall. Additionally, the portfolio's exits show 74 profitable investments with an average gain of 35.56% and 98 investments with an average loss of -11.06%. This analysis emphasizes the importance of both wins and losses in assessing portfolio performance.

Overall Win Loss Stats
	Wins	Avg	Losses	Avg
Invested	10	9.98%	10	-7.65%
Exited	74	35.56%	98	-11.06%

Top Gainers and Losers:

Examining the top gainers and losers in the market highlights recent trends and market sentiment. Among the top gainers are RAINBOW, VBL, HAL, RVNL, and MAHINDCIE, all demonstrating substantial increases in stock prices. On the other hand, INDIANB, JKLAKSHMI, UCOBANK, FACT, and FINCABLES stand out as the top losers, experiencing declines in their stock prices. These insights provide an understanding of companies that are performing well and those facing challenges in the market.

Investment Metrics:

Metrics such as the win/loss ratio, profit factor, and percent profitable are vital in assessing investment performance. The F-20 portfolio exhibits a win/loss ratio of 77.78%, indicating a relatively high proportion of winning trades. The profit factor of 2.35 suggests that the portfolio generates more profit than loss, while the percent profitable of 43.75% indicates that a significant portion of trades resulted in gains. These metrics provide a deeper understanding of the portfolio's profitability and success rate.

% Win/Loss	77.78%
Profit Factor	2.35
Percent Profitable	43.75%

Conclusion:

Investment performance analysis requires a holistic approach that incorporates various metrics and market trends. Comparing performance against benchmark indices provides insights into the portfolio's relative success. Evaluating win-loss statistics, top gainers and losers, and investment metrics such as the win/loss ratio, profit factor, and percent profitable offers a comprehensive view of the portfolio's performance.