Bluechip Basket

Our Bluechip Baskets are best positioned to Out-Perform the Benchmark Index across market cycles

Based on our back-testing we suggest to hold the Bluechip Baskets for a Optimal period of 3 years. We had seen an annualized return of ~21% with annualized risk of ~20%. Also, an out-performance of ~11% is seen against the benchmark Index

*Historical Performance is not a guarantee of Future Performance. These are guideline numbers


SUPERIOR PERFORMANCE

We generate yearly out-performance of approx. 8% CAGR over the Benchmark

BACKED BY AI & DATA SCIENCE

We leverage the computing power of machines to design market beating baskets

ABSORB
VOLATILTIY

Our baskets are designed to be less volatile than the benchmark index it tracks

PROPRIETARY RESEARCH

There Backed by our Proprietary Quantitative Research Models

Bluechip Key Numbers based on Historical Back-Testing

Back-testing since Jan 2004 till Aug 2021

0

OPTIMAL HOLDING PERIOD IN MONTHS

0 %

PROBABILITY OF OUT-PERFORMANCE OVER NIFTY

0 %

ANNUALIZED OUT-PERFORMANCE OVER NIFTY

0 %

AVERAGE ANNUAL CAGR

0 %

ANNUALIZED RISK

BASKET FOR DIFFERENT PROFILE

Themes for 3 Different Risk profile. All our themes are designed to Out-Perform the Benchmark Index with lesser than average market volatility

ALTIUS

Basket to MAXIMIZE the Return per unit Risk. This theme is suitable for clients who are looking are looking for Moderate Risk

CITIUS

Aggressive Concentrated High Risk Baskets. This theme is suitable for clients looking for returns

FORTIUS

Basket designed with Low Risk. This theme is suitable for people looking for Out-Performance with Low Risk

3 MONTHS-QUARTER

2000 INR

Best option for first time users to try out the Baskets on offer

6 MONTHS - HALF YEARLY

3000 INR

Get the best value for the fees.

Bluechip Altius - Balanced smallcase by Quantace Reseach

Bluechip Altius

Bluechip Quantitative investing Basket that maximizes return per unit risk and has the potential to out-perform the benchmark Index


Bluechip Citius

Bluechip Quantitative Concentrated Basket with Higher risk which has potential to out-perform the premier benchmark Index

Bluechip Citius - Aggressive smallcase by Quantace Reseach

Bluechip Fortius - Conservative smallcase by Quantace Reseach

Bluechip Fortius

Bluechip Quantitative Defensive Basket with the potential to out-perform the Benchmark Index


Bluechip Freedom

Bluechip Quantitative Ultra-Low-Cost Basket plus ETF which has potential to out-perform the premier benchmark Bluechip index

Bluechip Freedom smallcase by Quantace Research

Bluechip Simulations

Our Baskets Out-Performed the Benchmark in Returns with a Lower Risk (Back-Testing since 2005)

Parameter
Bluechip-Benchmark
Altius
Citus
Fortius
Annualized Returns

16.2%

24.2%

24.6%

23.8%

Annualized Standard Deviation

22.8%

19.2%

22.8%

20.4%

Monthly Returns

1.26%

1.83%

1.85%

1.79%

Monthly Standard Deviation

6.59%

5.54%

6.59%

5.88%

Return/Risk

0.71

1.26

1.08

1.17

Beta


0.66

0.74

0.75

Bluechip Baskets Absolute Returns Simulations

Simulations Statistics of Absolute Returns over next 36 months (Back-Testing since 2005)

Parameter
Bluechip-Benchmark
Altius
 Citus
 Fortius
Average Returns

43.7%

80.0%

87.2%

79.1%

Yearly Returns CAGR 

12.9%

21.6%

23.2%

21.4%

Winning %

94.7%

100.0%

99.3%

100.0%

Average Absolute Gain

46.4%

80%

87.9%

79.1%

Average Absolute Loss

-4.3%


-3.7%


Conditional Variance (99)

-10.8%

+5.1%

-1.1%

+12.9%

Bluechip Baskets Out-Performance Simulations

Simulations Statistics of Out-Performance against benchmark over next 36 months (Back-Testing since 2005)

Parameter
Altius
Citius
Fortius
Average Absolute Out-Performance

36.3%

43.5%

35.4%

Yearly Out-Performance CAGR 

10.9%

12.8%

10.6%

Winning %

89.9%

89.9%

86.7%

Average Absolute Out-Performance

41.0%

49.3%

43.7%

Average Absolute Under-Performance

-6.1%

-8.3%

-7.9%

Conditional Variance (99) Out-Performance

-10.8%

+5.1%

-1.1%

Need an Answer Now?

E-mail : info@quantaceresearch.com
Phone : +91 9619927668
Address : 6th Floor, Spectrum Tower, WeWork, Chincholi Bunder Rd, Rajan Pada, Mindspace, Malad West, Mumbai, Maharashtra 400064

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