Portfolio construction and risk-return analysis
Portfolio Risk Engine
A SQL pipeline turns raw NSE price files for 15 stocks into returns, volatility and correlations. Three long-only portfolios are then backtested walk-forward and compared on Sharpe ratio and maximum drawdown.
Scorecard
Drawdowns
Percentage below the previous peak, measured inside the chosen window.
Diversification
Correlation of daily returns for all 105 stock pairs, grouped by sector.
Risk vs return
Each stock over the full period, and the long-only efficient frontier fitted to the same sample. Reference only: it uses hindsight.
View stock statistics as a table
Portfolio weights at each rebalance
Weights are set at every month-end close using only data up to that day.