Track Record

Walk-forward out-of-sample results from Feb 2015 to May 2026.
All returns include 10 bps round-trip slippage. 11.2 years · 148,505 trades · 21 walk-forward windows.

24.0% CAGR
1.4 Sharpe Ratio
-26.6% Max Drawdown
+14.6% Alpha vs NIFTY 50
Strategy

EFP Wealth

Walk-Forward 60/40
CAGR 24.0%
Sharpe Ratio 1.4
Max Drawdown -26.6%
Calmar Ratio 0.9
Return Multiple 11.1x
Monthly Win Rate 66%
Beta 0.7
Universe

NIFTY LargeMidcap 250

Buy & Hold
CAGR 12.3%
Sharpe Ratio 0.81
Max Drawdown -38.6%
Calmar Ratio
Return Multiple 3.6x
Monthly Win Rate
Beta
Benchmark

NIFTY 50

Buy & Hold
CAGR 9.3%
Sharpe Ratio 0.64
Max Drawdown -38.4%
Calmar Ratio
Return Multiple 2.7x
Monthly Win Rate
Beta
Cumulative Growth (Log Scale)
Normalised to 100 at inception. EFP Wealth vs NIFTY 50 and NIFTY LargeMidcap 250 buy-and-hold.

Annual Returns

Year EFP Wealth NIFTY LargeMidcap 250 NIFTY 50 vs N250 vs NIFTY 50
2016 +6.6% +4.7% +3.0% +1.9% +3.6%
2017 +35.5% +42.4% +28.6% -6.9% +6.9%
2018 -5.4% -6.2% +3.2% +0.8% -8.6%
2019 +19.6% +4.9% +12.0% +14.7% +7.6%
2020 +17.6% +19.7% +14.9% -2.1% +2.7%
2021 +55.2% +35.7% +24.1% +19.5% +31.1%
2022 +18.0% +3.4% +4.3% +14.6% +13.7%
2023 +87.7% +31.6% +20.0% +56.1% +67.7%
2024 +52.8% +17.7% +8.8% +35.1% +44.0%
2025 +8.1% +7.3% +10.5% +0.8% -2.4%
2026 +4.1% -8.7% -8.9% +12.8% +13.0%
Drawdown Analysis
Peak-to-trough drawdown over time. Maximum drawdown: -26.6%.
Deep Dive into Analytics →

Methodology Integrity

All results are out-of-sample, walk-forward validated across 21 non-overlapping windows. No in-sample optimization of parameters. Fixed 60/40 equity/gold allocation. Staggered daily rebalancing (21 tranches) with 10% max single-stock weight cap. Survivorship-bias-free constituent data from 96 NSE official monthly snapshots covering 464 unique stocks. 10 bps round-trip slippage applied to all trades. Strategy execution assumes next-day open prices with one-period signal lag. 148,505 total trades across 11.2 years.

Regulatory Status

SEBI Registration Applied For (via partner firm).
Investment Advisory under SEBI (IA) Regulations, 2013.

Investor Resources

Investor Charter · Disclosure Document
Grievance Redressal