Track Record

Walk-forward out-of-sample results from Feb 2015 to Mar 2026.
All returns include 10 bps round-trip slippage. 11.0 years · 154,355 trades · 21 walk-forward windows.

23.6% CAGR
1.4 Sharpe Ratio
-24.9% Max Drawdown
+14.3% Alpha vs NIFTY 50
Strategy

EFP Wealth

Walk-Forward 60/40
CAGR 23.6%
Sharpe Ratio 1.4
Max Drawdown -24.9%
Calmar Ratio 0.95
Return Multiple 10.4x
Monthly Win Rate 66%
Beta 0.63
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 +9.4% +4.7% +3.0% +4.7% +6.4%
2017 +33.1% +42.4% +28.6% -9.3% +4.5%
2018 -9.3% -6.2% +3.2% -3.1% -12.5%
2019 +20.7% +4.9% +12.0% +15.8% +8.7%
2020 +17.5% +19.7% +14.9% -2.2% +2.6%
2021 +51.0% +35.7% +24.1% +15.3% +26.9%
2022 +15.3% +3.4% +4.3% +11.9% +11.0%
2023 +84.3% +31.6% +20.0% +52.7% +64.3%
2024 +59.1% +17.7% +8.8% +41.4% +50.3%
2025 +14.0% +7.3% +10.5% +6.7% +3.5%
2026 -0.5% -9.9% -10.6% +9.4% +10.1%
Drawdown Analysis
Peak-to-trough drawdown over time. Maximum drawdown: -24.9%.
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. 154,355 total trades across 11.0 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