Updated
figures for the equity-bond rotation models as on end September’16.
As
of today will also be publishing the return data for these models applied on
the Nifty and 10 year bond total return indices as those are the respective
benchmarks.
So,
accordingly there are different sets of charts i.e models applied to the
benchmark vs. HDFC funds. The HDFC fund models are just presented as I have a
longer data set available and it is just an attempt to see how it can
work in the real world. Of course costs, transaction charges and taxes need to
be accounted for but these are just models, it is just a broad framework and please treat them as such.
I
first wrote about these here:
As
for the benchmark indices – Both the moving average and momentum models are
still invested in Nifty total return index.
Monthly
models on the HDFC funds – Moving average model remains invested in Nifty BUT
the momentum model signals a shift to the bond fund.
Benchmark comparison and stats:
Moving average model on HDFC funds:
Momentum model on HDFC funds:
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