25 Equity and ETF Scripts Long Term Growth Portfolio | Theme - Graham Values above Market Prices | Rebalancing Monthly | Commodity ETFs Composition is 10% | 12 Months Subscription Plan
25 Equity and ETF Scripts Long Term Growth Portfolio | Theme - Graham Values above Market Prices | Rebalancing Monthly | Commodity ETFs Composition is 10% | 12 Months Subscription Plan - Image 2

25 Equity and ETF Scripts Long Term Growth Portfolio | Theme – Graham Values above Market Prices | Rebalancing Monthly | Commodity ETFs Composition is 10% | 12 Months Subscription Plan

₹6,500.00 for 1 year

Telegram Bot Command for @ShubhaangBot : /ghpr_25_260000_c_10

Click here: “Portfolio Research Report & Factsheet”.

Click here: “Instructions & Standard Disclosures”.

Portfolio Parameters

Parameter Value
Stock Group Title Theme – Graham Values above Market Prices
Portfolio Size 25 Equity and ETF Scripts {23 Equities and 2 Commodity ETFs}
ETFs Composition Percentage Commodity ETFs Composition is 10%
Portfolio Risk Future Risk may Exceed 50%
Minimum Annual Investment Capital ₹ 2,60,000
Optimal Investment Tenure 10 or more years.
Rebalancing Frequency Rebalancing Monthly
Subscription Tenure 12 Months Subscription Plan
Backtest – Sharpe Ratio Hist. Sharpe Ratio above 0.7
Backtest – Annualised Returns Hist. Annualised Returns Under 25%
Backtest – Annualised Risk Hist. Annualised Risk Exceeding 20%
Backtest – Max. Drawdown Hist. Max. Drawdown Exceeding 45%
Backtest – Max. Recovery Time Hist. Max. Recovery Time Exceeding 15 Quarters
Simulation – Lumpsum Capital Growth Multiple ** More than 2.4 times in 20 yrs with 99.9% probability

Simulation Results :- Lumpsum Capital Growth Multiples over Future Years at varying Probability Levels

Probability Levels (%) 20 Years 15 Years 10 Years 5 Years 3 Years 1 Year
99.9% Probability ** 2.42 1.31 0.78 0.54 0.51 0.57
99% Probability 5.58 2.68 1.40 0.81 0.70 0.69
98% Probability 7.47 3.45 1.71 0.94 0.79 0.74
95% Probability 11.69 5.09 2.33 1.16 0.93 0.82
90% Probability 17.47 7.21 3.08 1.41 1.08 0.89
80% Probability 28.94 11.12 4.37 1.80 1.30 0.99
75% Probability 35.38 13.21 5.01 1.98 1.40 1.03
50% Probability 120.85 36.51 10.99 3.31 2.05 1.27

Refer to the “Backtests & Simulations” tab for further details on their operational settings.

Investment Objective:

  • Identify undervalued stocks trading below intrinsic value, presenting attractive risk-adjusted return opportunities.

Investment Rationale:

  1. Undervalued Opportunities with Margin of Safety: Stocks trading below Graham intrinsic value offer a significant margin of safety, reducing downside risk and providing potential for substantial capital appreciation over other industries or asset classes.
  2. Attractive Risk-Reward Profile: These stocks typically exhibit lower volatility and stronger fundamentals, making them appealing for conservative investors seeking steady growth and long-term earnings potential compared to more speculative assets.
  3. Fundamental Strength and Hidden Value: Graham value stocks are often undervalued due to temporary market sentiment or market inefficiencies, offering investors the chance to capitalize on intrinsic value realization, leading to superior long-term returns versus other growth or thematic investments.

Investment Methodology:

  1. The broad universe for securities comprises of listed companies within the NSE 500 Index and all ETFs, which are meticulously filtered qualitatively in accordance with the predefined investment objective and investment rationale.
  2. Proprietary algorithms, advanced quantitative models, and technical analysis are applied to systematically identify securities with the highest likelihood of delivering superior returns.
  3. These models, extensively validated across various asset classes and time horizons, incorporate customized proprietary indicators of momentum, volume, volatility, and trend, ensuring that portfolio construction is entirely driven by objective data and high-quality signals, free from biases, prejudices, or emotional influence.
  4. The selection of securities and their respective weightings within the model portfolio is further optimized based on factors including the target portfolio size, ETF allocation, average daily trading turnover, available investment capital, rebalancing frequency, as well as the number of quantitative and technical criteria met by each security.
Stocks Group Title

Scripts Types

Portfolio Size

ETFs Composition Percentage

Portfolio Risk

Ideal Annual Investment

Optimal Investment Tenure

Rebalancing Frequency

Subscription Tenure

Subscription Plan Fee

Backtest - Sharpe Ratio

Backtest - Annualised Returns

Backtest - Annualised Risk

Backtest - Max. DrawDown

Backtest - Max.Recovery Time

Simulation Lumpsum Multiple

Backtests and Simulation Results:

  1. Backtest models are constructed using a limited set of assumptions about market conditions and portfolio characteristics; therefore, backtest results should not be interpreted as indicative of actual past performance in real-world conditions.
  2. Backtest results and Simulation results should never be used as a basis for comparing the actual performance of other intermediaries.
  3. Backtest and simulation outputs are provided solely as factual data to support comparative assessment of my subscription plans. They highlight the model’s potential in relation to the portfolio’s investment rationale and parameters under the stated investment methodology.
  4. Simulation results are derived from 100,000 trials and represent potential future scenarios based on normalised inputs (average returns and return volatility) obtained from backtesting.
  5. Users are strongly advised to exercise extreme caution when using this information. 
  6. These back-test results and simulation have not been verified by PaRRVA (Past Risk and Return Verification Agency) or any other SEBI-recognized agency.
  7. The impact of periodic portfolio rebalancing and transaction costs has been factored into these back-test results.
  8. "Backtesting and simulation results do not serve as indicators of future performance or guarantees of returns and they should not be interpreted as an endorsement or advertisement."

Simulation Assumptions:

  1. Monthly Portfolio Returns are assumed to follow a normal distribution over a 20-year horizon, with mean returns and volatility presumed to mirror historically observed levels.
  2. Portfolios are rebalanced once monthly.
  3. Portfolio risk level and Sharpe ratio are assumed to remain unchanged over the 20-year period.
  4. Other than the initial lump sum investment, no additional contributions or withdrawals are made over the 20 years period.
  5. Portfolio rebalancing is assumed to be unconstrained by liquidity over the 20‑year period: required quantities of each security can be bought or sold at competitive prices on every rebalancing, and transaction volumes are assumed to have a negligible impact on market prices.
  6. Earnings from dividends are ignored.
  7. Simulation results are not adjusted for inflation rates.
  8. Effects of taxes on the capital appreciation (Capital Gains Tax & Taxes on Dividends) are not accounted.

Simulation Settings:

  1. Transactional costs are included in the Sharpe ratio calculations.
  2. Risk free rate is assumed to be 6.5% p.a.
  3. Each simulation value is resulted from 1,00,000 simulation trials using the Monte Carlo method.
  4. Simulation results are derived for probability levels (confidence levels) of 99.9%, 99%, 98%, 95% and 90%.
  5. Simulation values do not predict or reflect future market conditions; they represent only possible future outcomes.
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