Card 1 . Twenty Sized Bets On A Factsheet.

RupeeCase

Strategy . Focused Largecap 20 . 1 of 3

Monday evening. This morning we wrote about position sizing. Here is the bridge built.

Twenty names. Each one sized at about five pct so no single line can unwind the book on a single quarter. Sizing is the bridge between a forecast and a portfolio decision. The factsheet is what the bridge looks like in the live thing.

5Y CAGR . backtest

27.40pct

vs Nifty 50 TRI 10.44 pct same five year window.

Sharpe . 5Y

1.24

vs Nifty 50 TRI 0.78. Nearly double the rupee earned per unit of risk.

Min capital

92K

Lowest minimum among focused largecap on the platform. Twenty names equal-weight ~5 pct each.

Universe

Nifty100

Rebalance

4weeks

Max DD 5Y

27.23pct

Volatility ann.

21.35pct

Half the names of a Nifty 50. Almost twice the Sharpe. The CAGR is the easy half. The Sharpe is what tells you the return arrived through every unit of risk you took, not just the surplus. Math on the next card.