Tools
Ensemble: equal weight of models
Average of the target weights of every risk-based and tactical model, recombined monthly. It holds 41% G-secs, 23% Nifty 500, 15% gold, 3% Next 50, 0% Smallcap 100, 17% cash since Sept 2026. From Apr 2005 it returned 10.1% a year after tax; its worst fall was −25%.
What it holds now
Target since Sept 2026: 41% G-secs, 23% Nifty 500, 15% gold, 3% Next 50, 0% Smallcap 100, 17% cash. If the month ended today it would hold 41% G-secs, 23% Nifty 500, 15% gold, 3% Midcap 100, 0% Smallcap 100, 0% Next 50, 17% cash.
Its record
Growth of one rupee after costs, before tax, on a log scale. The marks show when the rule was published and when it entered this library; only the stretch after the second mark is free of hindsight.
Ensemble: equal weight of models: growth of one rupee
How to read it. Log scale, so equal slopes are equal returns.
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Ensemble: equal weight of models: fall from its previous peak
How to read it. How far it was below its previous high, weekly. Its worst fall was −25% on daily closes; the weekly line can look a little shallower.
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Apr 2005 to Oct 2026. Percentages except the Sharpe ratio, turnover and tax cost.
| This model | Benchmark | |
|---|---|---|
| Return a year, before tax | 11.5 | – |
| Return a year, after tax | 10.1 | – |
| Volatility | 8.6 | – |
| Worst fall | −25.2 | – |
| Sharpe ratio | 0.6 | – |
| Average share in equity | 39.1 | – |
| Turnover a year | 1.4 | – |
| Tax cost, points a year | 1.4 | – |
The live log holds 2 sessions, 1 of them filled in after the day; its return differs from today's backtest over the same days by 1.70 points.
| Period | Dates | Total return | A year | More |
|---|---|---|---|---|
| Before it entered this library | Apr 2005 to Oct 2026 | 930.9% | 11.5% | |
| Since it entered this library (live) | Oct 2026 to Oct 2026 | 0.4% | – |
What it held
The share of the model in each asset at every month-end.
Ensemble: equal weight of models: holdings at each month-end
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The rule
Average of the target weights of every risk-based and tactical model, recombined monthly.
Model averaging (Timmermann 2006). Rule published –; entered this library 2 Oct 2026. It is the portfolio lab's rule, unchanged.
The workings
Data
Every chart has a table view, a CSV download and a link to its published JSON. Bundles are listed in data status.