Quant Strategy Performance

East Green’s Quant strategy was initiated on 3rd May 2024. At the end of October 2024, return for the strategy since inception was 9.3% (post fee and expenses) vs 8.9% for S&P BSE 500 TRI (benchmark) and 8.7% 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.