Factsheet, model back tested
Energy Basket factsheet
10 stocks from CNX Energy, rotated weekly. The thematic satellite. Thematic on the CNX Energy, 10 holdings, rebalanced every week. Every figure below is model, back tested and after charges; each block names its date.
- 33.12%CAGR, model, as of 27 Apr 2026
- −39.48%deepest model fall
- 1.12Sharpe ratio, model
- ₹75Kminimum, about ₹75,000
RupeeCase strategy factsheet
Energy Basket
Thematic, CNX Energy. 10 stocks from CNX Energy, rotated weekly. The thematic satellite.
- CAGR
- 33.12%Nifty 50 TRI line 9.8%
- Max drawdown
- −39.48%peak to trough, model
- Sharpe ratio
- 1.12Nifty 50 0.73
- Minimum capital
- ₹75Kabout ₹75,000
Model, back tested. As of 27 Apr 2026. After charges. Not a promise of future returns.
₹100 in the model in May 2021 became ₹410 by Jul 2026; the Nifty 50 TRI line reached ₹162. Log scale. Model, back tested. As of 27 Apr 2026.
Performance, risk, efficiency
- MetricEnergy BasketNifty 50
- Performance
- CAGR33.12%9.8%
- Cumulative return+307.69%+59.62%
- Sharpe ratio1.120.73
- Sortino ratio1.190.70
- Calmar ratio0.870.58
- Risk
- Max drawdown−39.48%−16.92%
- Volatility, a year30.47%14.04%
- Best week+12.06%+6.36%
- Worst week−11.29%−6.33%
- Efficiency
- Weeks up55.56%57.47%
- Average up week+3.61%+1.49%
- Average down week−3.03%−1.57%
Model, back tested, after charges, weekly figures over the rolling 5 years window to 27 Apr 2026; the Nifty 50 over the same window. CAGR and max drawdown as of 27 Apr 2026.
Configuration
- Universe
- CNX Energy
- Type
- Thematic
- Sleeves
- Equity 100
- Holdings
- 10, equal weight in the equity sleeve
- Rebalance
- Every week, 52 a year
- Max stock price
- ₹20,000
- Risk band
- High
- Tier
- Thematic satellite
- Benchmark
- Nifty 50
- Minimum capital
- About ₹75,000, as of 8 Aug 2026
- Back test from
- 7 May 2021
- Metrics window
- Rolling 5 years
- Fee
- 0.2% of traded value per rebalance, nothing else
Calendar year returns
- 2021from May+50.4%
- 2022+18.0%
- 2023+108.8%
- 2024+16.1%
- 2025−14.6%
- 2026to May+19.4%
Model, back tested, after charges, 2021 to May 2026.
Deepest falls
- −25.22%15 Apr 2022 to 19 Aug 2022126 days
- −24.19%16 Sep 2022 to 7 Jul 2023294 days
- −13.38%18 Jun 2021 to 3 Sep 202177 days
- −12.56%23 Feb 2024 to 19 Apr 202456 days
- −11.00%21 Jan 2022 to 1 Apr 202270 days
Model, back tested, daily record over rolling 5 years: peak to low, and the days until the record was back at that peak.
Monthly returns
- 2021Janno dataFebno dataMarno dataAprno dataMay7.0Jun8.8Jul−2.9Aug5.8Sep8.5Oct11.6Nov−5.0Dec9.5Year+50.4%
- 2022Jan11.7Feb−9.4Mar3.7Apr10.2May−8.8Jun−10.6Jul15.6Aug9.1Sep−3.2Oct7.8Nov−1.0Dec−3.8Year+18.0%
- 2023Jan−7.8Feb−4.3Mar−3.7Apr8.1May3.4Jun9.7Jul11.5Aug9.5Sep15.7Oct−2.3Nov20.8Dec20.0Year+108.8%
- 2024Jan5.4Feb8.4Mar−4.4Apr8.0May13.5Jun−0.6Jul−1.1Aug5.0Sep0.6Oct−12.7Nov−4.3Dec−0.1Year+16.1%
- 2025Jan−15.3Feb−13.7Mar11.1Apr2.6May8.1Jun1.4Jul−4.8Aug−5.5Sep7.3Oct3.0Nov−5.1Dec−1.0Year−14.6%
- 2026Jan−4.6Feb9.2Mar−6.6Apr23.1May−0.3Junno dataJulno dataAugno dataSepno dataOctno dataNovno dataDecno dataYTD+19.4%
Model, back tested, after charges. Each cell is one calendar month, in percent.
10 holdings
- Equity89%
- BHEL10.0%
- ADANIPOWER10.0%
- SUZLON10.0%
- JPPOWER10.0%
- ABB9.8%
- TORNTPOWER9.1%
- ADANIGREEN8.5%
- ADANIENSOL8.1%
- THERMAX7.0%
- GVT&D6.7%
Weights on the rebalance day, 11 May 2026; they drift with prices until the next rebalance. Model portfolio, not a recommendation to buy or sell any stock.
Sector allocation
- Power & Utilities63.5%
- Capital Goods26.3%
- Other, not yet mapped10.2%
3 sectors in the equity sleeve, mapped against NSE listings; names not yet in the map are counted as other.
How it works
- 1Universe
CNX Energy, stocks priced under ₹20,000.
- 2Rank
A momentum composite scores every stock: price trend over several look backs, risk adjusted.
- 3Select
The top 10 names, equal weighted.
- 4Rebalance
Every week the model runs again; names that fall out are sold, entrants bought, the full list published.
Costs
- Platform fee
- 0.2% of traded value per rebalance; no subscription, no AUM fee, no performance fee, no lock in
- A year on the minimum, about
- ₹2,340 (3.12% of capital): 52 rebalances a year, 30% of the book traded each time, an assumption
- Inside the back test
- Gross +416.69%, estimated costs −77.74 pts, net +338.95%, cumulative over rolling 5 years to 27 Apr 2026
- Broker side
- Brokerage, STT, exchange charges and GST are paid to your broker
Rebalance record
- Published rebalances
- 262, from 14 May 2021 to 11 May 2026
- Cadence
- Every week, 52 a year, on a fixed calendar
- Names on the latest list
- 10, which can differ from the 10 stock target
Model portfolio, back tested rebalance record. Every list is public, with the names that came in and went out.
RupeeCase is a technology platform, not a fund, a PMS or a SEBI registered investment adviser. Model figures are back tested, after estimated charges, and are not actual client returns or a promise of future returns; capital can be lost. Prices: NSE BhavCopy; the back test deducts brokerage, STT, exchange charges and GST. https://www.rupeecase.com/strategies/factsheets/energy-basket
02The PDF
Email me the PDF.
Reading needs no sign up: everything is on this page, and Print saves it as a PDF. Leave an email to get a copy, and a note when Energy Basket rebalances or the figures change. Two emails a month at most.
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03Documents
Everything behind the sheet.
- Energy Basket strategy pageFour numbers, the full factsheet with the stress test, the FAQ and Invest.
- Rebalance historyEvery published list, 262 rebalances, 14 May 2021 to 11 May 2026.
- Rebalance history, CSVThe record as a file.
- Energy Basket as plain textMarkdown, for reading tools and AI assistants.
- Thematic satellite tierSingle sector, concentrated exposure.
- DisclaimersHow the model figures are made and what they are not.
Compare Energy Basket with
Other factsheets
- higher CAGRLarge Mid HybridCAGR 33.2%, max drawdown −18.3%
- lower CAGRFocused Largecap 20CAGR 26.3%, max drawdown −23.6%
- ThematicHealthcare BasketCAGR 15.2%, max drawdown −33.3%
CAGR and max drawdown on the cards: Model, back tested. As of 27 Apr 2026.
04Questions
The Energy Basket factsheet,
in plain words.
What does the Energy Basket factsheet show?
The model, back tested record of Energy Basket: a CAGR of 33.12%, a deepest fall of −39.48% and a Sharpe ratio of 1.12 as of 27 Apr 2026, with 10 holdings rebalanced every week. Every figure is after estimated charges and names its date.
What does it cost to run Energy Basket?
0.2% of traded value per rebalance, nothing else: no subscription, no AUM fee, no performance fee and no lock in. On the minimum that is about ₹2,340 a year (3.12% of capital), assuming 52 rebalances a year with 30% of the book traded each time. Brokerage, STT, exchange charges and GST are paid to your broker.
How much capital does Energy Basket need?
About ₹75,000, enough to hold one share of every name at recent prices, as of 8 Aug 2026. More capital tracks the model weights more closely.
Are these actual returns?
No. RupeeCase is a technology platform, not a fund, a PMS or a SEBI registered investment adviser. Model figures are back tested, after estimated charges, and are not actual client returns or a promise of future returns; capital can be lost.
Energy Basket.
Read the rules, then decide.
33.12% CAGR, model, back tested as of 27 Apr 2026. About ₹75K to start. 0.2% of traded value per rebalance, no lock in.