Energy Basket
10 stocks from CNX Energy. Weekly rotation. CAGR 34.41%. Sharpe 1.12. The thematic satellite.
0.2% on traded value · No AUM fee · No lock-in · Minimum ₹64836 · Capital stays in your own broker
How It Works
- Step 1 | Universe Start from CNX Energy filtered to stocks priced under ₹20000.
- Step 2 | Rank Score every stock in the universe by a momentum composite (price trend over multiple lookbacks, risk-adjusted). The top names by score become the candidate list.
- Step 3 | Select Hold the top 10 names by score. Equal-weight across the book so no single name dominates.
- Step 4 | Rebalance Every 1 week the model re-runs end-to-end. Names that fall out of the top 10 are sold; new entrants are bought. You see the full holdings list at every rebalance.
Who This Is For
Strategy Configuration
Energy Basket vs Nifty 50
Both indexed to 100 on inception. Hover for date-by-date NAV. Range chips to zoom; expand button for full window.
NAV indexed to 100 on inception (Jan 2021 or later). Backtested returns include realistic transaction costs. Past performance is not indicative of future results. Source: NSE BhavCopy.
Performance Metrics
| Metric | Energy Basket | Nifty 50 |
|---|---|---|
| CAGR | 34.41% | 9.80% |
| Cumulative Return | 338.94% | 59.62% |
| Sharpe Ratio | 1.12 | 0.73 |
| Max Drawdown | -39.48% | -16.92% |
| Volatility | 30.47% | 14.04% |
Cost Decomposition
What this would have returned
Your amount run through Energy Basket's backtested monthly returns (2021-05-07 to now, after costs). A backtest, not a promise.
Over 61 months of backtested monthly returns, after estimated costs. Past performance is not indicative of future results. See the factsheet.
Worst 5 Drawdowns
| Started | Recovered | Max DD | Duration (days) |
|---|---|---|---|
| 2022-04-15 | 2022-08-19 | -25.22% | 126 |
| 2022-09-16 | 2023-07-07 | -24.19% | 294 |
| 2021-06-18 | 2021-09-03 | -13.38% | 77 |
| 2024-02-23 | 2024-04-19 | -12.56% | 56 |
| 2022-01-21 | 2022-04-01 | -11.00% | 70 |
Yearly Returns
Sector allocation
3 sectors represented in the equity sleeve. Largest concentration: Power & Utilities at 63.5%. Equal-weighted at the stock level, so sector weights drift with which momentum names rank highest.
262 rebalances . 4 sectors touched . 3 live today.
- 2026-05-01 Energy & Oil & Gas -15pp removed ONGC, NLCINDIA, COALINDIA
- 2026-04-17 Power & Utilities +17pp, Diversified -10pp added ADANIGREEN, JPPOWER, ADANIENSOL . removed TATAPOWER
- 2026-03-20 Power & Utilities +14pp, Diversified -11pp added ADANIENSOL, ADANIPOWER . removed IOC
- 2025-11-28 Power & Utilities +14pp, Diversified -13pp added JPPOWER, ADANIGREEN . removed CESC
- 2025-09-26 Power & Utilities +13pp, Diversified -10pp added ADANIENSOL, ADANIGREEN, HINDPETRO, BHEL, NHPC . removed JSWENERGY, BPCL
- 2025-06-06 Diversified -12pp, Power & Utilities +11pp added CGPOWER . removed CESC, AEGISLOG
- 2025-05-09 Diversified +15pp, Power & Utilities -15pp added RELIANCE, IOC, GSPL . removed NTPC
- 2025-03-28 Diversified -10pp added GVT&D, AEGISLOG, HINDPETRO . removed MGL, RELIANCE, INOXWIND, NHPC
- 2025-02-21 Diversified -11pp added NLCINDIA . removed GSPL, HINDPETRO
- 2025-02-07 Power & Utilities -15pp, Diversified +12pp removed CGPOWER, JPPOWER
- 2025-01-17 Diversified -10pp added ONGC, JPPOWER
- 2025-01-03 Diversified +13pp, Power & Utilities -11pp added GSPL, PETRONET . removed JPPOWER
Current Holdings
10 positions as of 2026-05-11 rebalance. Allocation percentages reflect equal-weighted sleeve at rebalance day; current values drift with price.
Why This Strategy
This is the only thematic satellite card on the lineup. The strategy screens the CNX Energy (Nifty Energy) universe for the top 10 momentum-ranked stocks priced under 20000, holds them equal-weighted at roughly 10 percent each, and rotates every week.
That weekly rotation is the differentiator: this is the highest-turnover strategy on the marketplace, which is why the 5-year cost ratio is 77.74% (vs Allcap's ~26%). High turnover means the strategy can lock in regime gains fast, 2021 closed +50.4% (May-onwards), 2023 +108.8%, but also means drawdowns can be sharp when the energy cycle turns (2022 was -25%; 2025 closed -14.6%).
The 5-year backtest produced a cumulative return of 338.94% against the Nifty 50's 59.62%. CAGR 34.41%. Sharpe 1.12. Max drawdown 39.48% over 294 days (the 2022-2023 energy correction).
This is NOT a core holding. Single-sector concentration risk is real, energy stocks rise and fall as a bloc when oil/gas/power policy or commodity cycles shift. The right sizing is 5 to 10 percent of equity, as a satellite tilt for an investor with an explicit thematic view on the Indian energy capex cycle (renewables, T&D, power generation). Investors without that view should sit out and put the same capital into Allcap or Mid-Smallcap instead.
CAGR 34.41% versus Nifty's 9.80%. Sharpe 1.12. Max drawdown 39.48%. Volatility 30.47%. Min 64836.
Key Takeaways
- Thematic energy sector momentum on CNX Energy
- 10 stocks equal-weighted, rotated weekly (highest turnover)
- CAGR 34.41% with 39.48% max drawdown
- Only thematic card on the lineup | 5-10% satellite sizing
Frequently Asked Questions
What is the Energy Basket strategy?
What is the minimum investment for Energy Basket?
How does Energy Basket compare to the Nifty 50?
What is the worst drawdown Energy Basket has experienced?
What are the fees on Energy Basket?
Can I exit Energy Basket at any time?
Documents
Last rebalance | 2026-05-11
Full history →vs 2026-05-08 cycle · 0 added · 1 removed · 10 retained
Get notified when Energy Basket rebalances
Free email alert on the morning of every rebalance with the IN / OUT names and rationale. Unsubscribe with one click.
Walk the risk band
Energy Basket sits in the Very High bucket. Take one step in either direction:
Compare Energy Basket with
2 pre-built head-to-head comparisons with metrics, holdings overlap, and trade-off summary.
Learn the mechanics behind Energy Basket
4 modules from the RupeeCase Learn library cover the concepts inside this strategy. Free, no sign-up.
Hear it on The Tanmay Edge
India's pre-market edge. Daily institutional positioning, options flows, and the levels that matter. Free, on every major podcast platform.
Run Energy Basket in your own broker account
Capital never leaves your broker. 0.2% on traded value. Minimum ₹64836. Cancel any time.
3 modules to read before you commit capital.
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