RupeeCase
Education . Behavioural Fit . 2 of 3
The drawdown in rupees
A 39 percent drawdown is not a number. It is a screen you watch for 470 days.
Five strategies from the marketplace, max drawdown from the 5-year backtest, translated into rupees on a Rs 10L book and the duration the position stayed underwater. The rupee version is what you actually live through.
Strategy
Max DD
On Rs 10L
Days
RupeeCase Nifty 10Starter . shallowest in marketplace
-16.92
-1.69L
208
AllcapHighest Sharpe . 50 names equal-weight
-22.70
-2.27L
469
5Paisa Focused Alpha 5Concentrated 5 stock momentum
-24.72
-2.47L
154
Midcap SmallcapSize factor blend
-26.17
-2.62L
295
Energy BasketSingle sector concentration
-39.48
-3.95L
470
The reframe
Same starting ticket of Rs 10L. The shallowest backtest left Rs 1.69L on the screen for seven months. The deepest left Rs 3.95L missing for fifteen. The math says hold. The screen says sell. Most people sell.
Tanmay Kurtkoti . Builder of RupeeCase
Source . RupeeCase backtest . NSE BhavCopy . 5Y window