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RUPEECASE
ALPHA BY DESIGN
STRATEGY FACTSHEET Generated 13 May 2026 | 09:26 IST
Backtest period: 7 May 2021 to 13 May 2026 | After all charges

5Paisa Focused Alpha 5

The most concentrated alpha play in the marketplace. Five names. Three-week rebalance.
Risk: Very High Universe: Nifty Alpha 50 Benchmark: Nifty 50 5Paisa Exclusive
Take the Nifty Alpha 50, the index of India's 50 highest-alpha names. Run a momentum filter on it. Hold the top 5. Rebalance every three weeks. The 5-year backtest produced a cumulative return of 842.55% against the Nifty 50's 59.62%, a Sharpe of 1.60, and a max drawdown of 24.18% that took 140 days to recover. The trade-off is volatility of 31.06%. This is a satellite-sleeve product, not a starter portfolio.
Net Return (5Y)
+842.55%
Nifty 50: +59.62%
Alpha vs Nifty 50
+782.93%
Cumulative outperformance
CAGR
+56.60%
Nifty 50: +9.80%
Performance, Risk, Efficiency (5Y rolling, after charges)
Metric Strategy Nifty 50
Performance
Cumulative Return842.55%59.62%
Annualised Return (CAGR)56.60%9.80%
Sharpe Ratio1.600.73
Sortino Ratio1.650.70
Calmar Ratio2.340.58
Risk
Max Drawdown-24.18%-16.92%
Volatility (Annualised)31.06%14.04%
Best Week+15.26%+6.36%
Worst Week-10.30%-6.33%
Efficiency
Win Rate62.45%57.47%
Avg Win+3.50%+1.49%
Avg Loss-3.28%-1.57%
Configuration
Strategy Universe
Nifty Alpha 50
Sleeves
Equity 100%
Stocks Held
5
Rebalance
Every 3 weeks
Max Stock Price
₹10,000
Min Capital
₹22,045
Cost Decomposition (5Y, after charges)
Gross Return
928.77%
Pre-cost
Estimated Cost
86.22%
Brokerage, STT, taxes
Net Return
842.55%
What investors realise
RUPEECASE
ALPHA BY DESIGN
5PAISA FOCUSED ALPHA 5 Holdings | Heatmap | Drawdowns | Insight
Year by Year Performance
2021 (PARTIAL)
+10.9%
2022
+77.5%
2023
+93.7%
2024
+105.2%
2025
-1.7%
2026 YTD
+22.6%
Monthly Returns Heatmap (5Y)
Year JanFebMarAprMayJun JulAugSepOctNovDec YTD
Current Holdings (post 27 April 2026 rebalance)
ADANIPOWER
19.9%
Power Generation
NATIONALUM
19.3%
Aluminium PSU
HINDCOPPER
19.9%
Copper PSU
MCX
19.6%
Capital Markets
GVT&D
17.3%
Power Capital Goods
Holdings rotate every 3 weeks based on the Nifty Alpha 50 momentum screen. 88 rebalances logged across the 5-year backtest. Last rebalance 27 April 2026. Next scheduled 18 May 2026.
Worst 5 Drawdown Periods
Started Recovered Max Drawdown Duration (days)
2025-01-032025-05-23-24.18%140
2026-02-132026-04-10-16.30%56
2022-04-222022-07-22-16.10%91
2025-07-042025-12-26-14.96%175
2023-01-132023-04-28-14.40%105
Key Insight
The strategy compounds in concentrated bursts. 2024 alone returned 105.2 percent, and 2023 added another 93.7 percent. But 2025 closed at minus 1.7 percent because the Jan to May 2025 drawdown (24.18 percent over 140 days) consumed the first half, and a second 175-day drawdown ran from Jul through Dec. Sit through those phases and the math still works. 2026 is already up 22.6 percent through 13 May. Five out of six rolling years closed positive. Sensible sizing: a 5 to 15 percent satellite sleeve on top of a diversified core, not the entire equity bucket.
Private and Confidential. Backtest results are 5-year rolling on the platform's standard methodology with all estimated charges (brokerage, STT, taxes) deducted. Net return is computed as Gross 928.77 percent minus Cost 86.22 percent equals 842.55 percent. Past performance is not indicative of future results. RupeeCase platform fee is 0.2 percent on traded value, charged only when trades execute. No subscription, no AUM fee. Market-linked products carry market risk including loss of principal. Concentration risk is significant given the 5-stock structure. Risk classification is auto-calculated as Very High. Read all scheme-related documents at invest.rupeecase.com/disclaimers before investing. This factsheet is for information only and does not constitute investment advice.
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