Quant Strategy Performance

East Green’s Quant strategy was initiated on 3rd May 2024. At the end of November 2024, return for the strategy since inception was 6.7% (post fee and expenses)vs 9.0% for S&P BSE 500 TRI (benchmark) and 8.4% for Nifty 50 TRI.

Backtested Performance

Backtesting of the Quant strategy over the period FY18-19 to FY23-24 showed a CAGR of 50.4% vs 14.4% for S&P BSE 500 and 13.9% for Nifty 50 for the same period.