Wright ⚡️Momentum

Momentum investing: Aiming to capitalize on market

trends for potential growth.
Investment Objective
Momentum is defined as the strong predictive power of past returns in influencing future returns. This is a high risk equity strategy to participate in
high momentum stocks with a check for volatility. This strategy is specifically build to take advantage of the bull market.

Investment Mechanism Inception MTD 1M 3M 6M 1Y 2Y 3Y YTD

Wright Momentum is a data-driven quantitative Momentum 48.4 2.5 4.0 20.3 26.1 56.4 41.4 36.3 37.7
trend following strategy based on multiple Multicap 26.0 2.0 0.9 13.3 19.5 43.7 29.1 20.9 26.8
momentum indicators combined using position
sizing techniques and market regime modelling
using machine learning models. This portfolio is 10 Years Expected Performance Momentum Multicap
expected to generate consistent high returns Annualized Returns 35.6 9.0
over time. The underlying equity themes consist
of selecting high quality stocks with high Annualized Risk 19.9 8.8
momentum and low volatility. Sharpe Ratio 178.4 101.7
Minimum Investment Max Drawdown -24.6 -20.2
Rs. 66671 Corr 51.4 -
Rebalancing Frequency
Monthly
Management Fee
1.0%

Portfolio Performance

Note: Live performance includes rebalances. It is a tool to communicate factual return information and should not be seen as advertisement or
promotion.
 Wright ⚡️Momentum
Momentum investing: Aiming to capitalize on market
trends for potential growth.
Month-on-Month Performance
month 1 2 3 4 5 6 7 8 9 10 11 12
2014 1.40 4.60 1.50 3.70 7.00 3.20 4.00 -1.20 -2.00 4.20 3.90 4.20
2015 9.30 2.80 2.80 -4.40 10.70 3.10 -0.10 -8.80 -0.40 9.60 1.80 4.20
2016 3.20 -1.30 1.50 -1.40 2.80 6.90 2.70 4.40 -2.10 -1.70 -1.70 -1.10
2017 7.90 4.50 10.40 7.90 3.50 1.20 5.00 7.40 0.00 -0.30 6.70 0.10
2018 -5.20 -6.60 -1.40 -2.70 1.10 -4.40 7.20 4.80 -1.80 -2.80 5.60 10.20
2019 -0.50 -3.00 2.30 1.30 5.20 1.50 0.10 -6.30 7.80 4.50 2.10 1.50
2020 10.80 -2.40 -9.90 1.80 5.60 6.10 13.70 0.00 2.40 1.50 5.70 7.00
2021 2.60 15.60 6.40 8.20 7.60 3.70 6.00 0.60 6.30 2.00 0.50 8.10
2022 1.30 -7.30 9.10 -2.20 -8.90 -2.40 11.60 8.30 -2.10 -0.60 2.20 -0.70
2023 -2.50 -2.20 -1.40 6.10 5.80 7.70 8.90 4.60 3.00 -2.10 10.40 4.60
2024 11.60 -4.60 -0.10 5.50 -0.50 6.50 8.60 4.00 2.50 0.00 0.00 0.00

Organisation Overview
Sonam Srivatsava
Founder, Portfolio Manager
10+ years experience in Quantitative Trading and Portfolio Management
HSBC, Edelweiss, Qplum
IIT Kanpur graduate, Masters in Financial Engineering Worldquant University

Vinod Reddy Kotha

CTO
9+ years in Software Development
Housing.com, Testbook.com, Buyceps.com
B.Tech, CSE, IIT Bombay

Dr Miquel Alonso
Advisor, Machine Learning
Founder Artificial Intelligence in Finance Institute
Faculty - CQF, Columbia, NYU
Executive Director - UBS

Data Driven Organisation Our Accolades

Fintech Innovator 50,000+
AI Game Changers Active Investors
NASSCOM

Nidhi SSS Awardee Top 30 Startups to

Govt of India Watch
Inc42
 Wright ⚡️Momentum
Momentum investing: Aiming to capitalize on market
trends for potential growth.
Disclosure
Wryght Research & Capital Private Limited (hereinafter referred to as “the Company”) is a SEBI Registered Investment Advisor having registration
number - INA100015717 under SEBI (Investment Advisor) Regulations, 2013 and having Principal Officer Siddharth Singh Bhaisora. The registered
address of the company is 102, Shagun Vatika, Prag Narayan Road, Lucknow - 226001. The Company is involved in investment advisory activities in
Indian capital markets.

The Company has neither been suspended nor debarred from doing business by any Stock Exchange / SEBI or any other authorities; nor has its
certificate of registration been cancelled by SEBI at any point of time.
The Company is not engaged in merchant banking, investment banking or any brokerage services.
Unless otherwise stated, the percentage returns displayed on the website or any other marketing materials are Absolute Returns.
Reports or research material prepared by the company are not to be construed as an offer to buy /sell or thesolicitation of an offer to buy / sell any
security in any jurisdiction where such offer or solicitation would be illegal. Reports or research material prepared by the company do not constitute a
personal recommendation or take into account the particular investment objectives, financial situations, risk profile and needs of individual clients.
The content and data available in the material prepared by the company and on the website of the company, including but not limited to index value,
return numbers and rationale are for information and illustration purposes only. Charts and performance numbers might include backtested/simulated
results calculated via a standard methodology and do not include the impact of transaction fee and other related costs. Data used for calculation of
historical returns and other information is provided by exchange approved third party data vendors and has neither been audited nor validated by the
Company. “Back-testing” is the application of a quantitative model to historical market data to generate hypothetical performance during a prior period.
Use of back-tested data has inherent limitations including the following:
The results do not reflect the results of actual trading or the effect of material economic and market conditions on the decision-making process, but
were achieved by means of retrospective application, which may have been designed with the benefit of hindsight.
Calculation of such back-tested performance data is based on assumptions integral to the model which may or may not be testable and are therefore
subject to losses.
Actual performance may differ significantly from back-tested performance. Back-tested results are not adjusted to reflect the reinvestment of
dividends and other income and, except where otherwise indicated, do not include the effect of back-tested transaction costs.
Back-tested returns do not represent actual returns and should not be interpreted as an indication of such.
Information present in the material prepared by the company and on the website of the company shall not be considered as a recommendation or
solicitation of an investment or investment strategy. Investors are responsible for their investment decisions and are responsible to validate all the
information used to make the investment decision. Investor should understand that his/her investment decision is based on personal investment
needs and risk tolerance, and information present in the material prepared by the company and on the website of the company is one among many
other things that should be considered while making an investment decision. Past performance does not guarantee future returns and performances
of the portfolios created by the company are subject to market risk. Investments in securities market are subject to market risks and investors should
read all the related documents carefully before investing. Derivatives are sophisticated investment products. The investor is requested to take into
consideration all the risk factors before actually trading in derivative contracts.
While we endeavour to update the information / material on various products and reports created by us, on a reasonable basis, there may be regulatory,
compliance or other reasons that prevent us from doing so.
We and our associates, officers, directors, and employees, Investment Advisor (including relatives) worldwide may: (a) from time to time, have long or
short positions in, and buy or sell the securities thereof, of company (ies) forming part of the products or reports created by the company or (b) may
have other potential/material conflict of interest with respect to any company(ies) in various products or reports created by the company. Any such
positions of conflict of interest will be appropriately disclosed and dealt with in accordance with applicable law.
The Company does not provide any promise or assurance of favourable view for a particular industry or sector or business group in any manner. The
investor is requested to take into consideration all the risk factors including their financial condition, suitability to risk return profile and take
professional advice before investing.
The analysts for various products or reports created by the company certify that all of the information /material therein accurately reflect his or her
personal views about the subject company or companies and its or their securities, and no part of his or her compensation was, is or will be, directly or
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Company Name: Wright Research & Capital Pvt Ltd | SEBI
Registered Portfolio Manager Reg No: INP000007979
(Validity: Apr 03, 2023 - Perpetual)
SEBI Registered Investment Advisor Reg No: INA100015717
(Validity: Jan 12, 2021 - Perpetual)
CIN: U67100UP2019PTC123244

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