Profitability Strategy Consistently Beat Nifty w/ Lower Volatility & Drawdowns

Performance tearsheet: Composite Profitability Factor

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Based on quantitative backtests. Universe: Top Quartile of NSE Companies by Market Cap, financials excluded. Backtest period: Since July 2007. CAGR, Volatility, and Sharpe annualized. Returns are after transaction costs, and are calculated on a pre-tax basis. Dividends reinvested.

Chart: CapitalmindSource: Capitalmind, Dataset: FactSet