2b:null 2c:["$","title",null,{"children":"Capitalmind Wealth Portfolio NAVs | Capitalmind | Observable"}] 31:Ta0d,navs = { const urls = [ "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/long_term_multicap_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/momentum_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/index_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/sticker_shock_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/nifty_50_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/long_term_debt_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/hdfc_liquid_debt_reference_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/low_volatility_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/all_weather_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/nifty200momentum30_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/niftylowvolatility50_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/niftyalphalow-volatility30_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/crisil_compbex_debt_reference_s3_nav.csv" ]; let [ surgeindia, momentum, market, highpriced, nifty, strategicdebt, hdfcliquid, lowvol, allweather, benchmarkMomentum, benchmarkLowvol, benchmarkAlphaLowvol, benchmarkCrisil ] = await Promise.all(urls.map((url) => d3.csv(url, d3.autoType))); const addLabel = (label) => (cur) => ({ ...cur, label }); return { surgeindia: surgeindia.map(addLabel("CMW Surge India")), momentum: momentum.map(addLabel("CMW Adaptive Momentum")), market: market.map(addLabel("CMW Market")), highpriced: highpriced.map(addLabel("CMW High-Priced")), nifty: nifty.map(addLabel("Nifty 50 TRI")), strategicdebt: strategicdebt.map(addLabel("CMW Strategic Debt")), hdfcliquid: hdfcliquid.map(addLabel("HDFC Liquid Fund")), lowvol: lowvol.map(addLabel("CMW Resilient")), allweather: allweather.slice(3).map(addLabel("CMW All Wealther")), benchmarkMomentum: benchmarkMomentum.map(addLabel("Nifty 200 Momentum 30")), benchmarkLowvol: benchmarkMomentum.map(addLabel("Nifty Low Volatility 50")), benchmarkAlphaLowvol: benchmarkMomentum.map( addLabel("Nifty Alpha Low Volatility 30") ), benchmarkCrisil: benchmarkCrisil.map( addLabel("CRISIL Composite Bond Fund Index") ) }; }32:Td66,function calcTrailingReturns(values) { const portfolio = values[0].label; const calcReturn = (arr, offset) => { const end = arr.slice(-1)[0]; const startDate = offset(end.eod_date); const validOffset = Boolean( values.find((el) => el.eod_date.getTime() < startDate.getTime()) ); if (!validOffset) return "-"; const start = values .filter((el) => el.eod_date.getTime() <= startDate.getTime()) .pop(); if (!start) return; return _.round((end.nav / start.nav - 1) * 100, 2); }; function normalizeMonthOffset(d, month_offset) { const is_trading_day = (date) => { const day = date.getDay(); if (day === 0 || day === 6) return false; const dateString = date.toISOString().split("T")[0]; return !holiday_list.includes(dateString); }; const get_last_trading_day_of_month = (year, month) => { let last_day_of_month = new Date(year, month + 1, 0); // Last day of the month while (!is_trading_day(last_day_of_month)) { last_day_of_month.setDate(last_day_of_month.getDate() - 1); } return last_day_of_month; }; const last_trading_day_of_d_month = get_last_trading_day_of_month( d.getFullYear(), d.getMonth() ); const is_last_trading_day_of_month = d.toISOString().split("T")[0] === last_trading_day_of_d_month.toISOString().split("T")[0]; let date = d; date = d3.timeMonth.offset(d, month_offset); if (is_last_trading_day_of_month) { date = get_last_trading_day_of_month(date.getFullYear(), date.getMonth()); } date.setHours(5, 30, 0, 0); return date; } function normalizeYearOffset(d, year_offset) { // get current date const current_date = new Date(); // check if d & currentDate are in the same month let is_last_day_of_month = false; if (d.getMonth() !== current_date.getMonth()) { is_last_day_of_month = true; } let date = d; date = d3.timeYear.offset(d, year_offset); if (is_last_day_of_month) { // get last day of month of d, set time to 06:00:00 date = new Date(date.getFullYear(), date.getMonth() + 1, 0, 5, 30, 0, 0); } return date; } const oneDay = calcReturn(values, (d) => d3.timeDay.offset(d, -1)); const oneWeek = calcReturn(values, (d) => d3.timeWeek.offset(d, -1)); const oneMonth = calcReturn(values, (d) => normalizeMonthOffset(d, -1)); const threeMonths = calcReturn(values, (d) => normalizeMonthOffset(d, -3)); const sixMonths = calcReturn(values, (d) => normalizeMonthOffset(d, -6)); const oneYear = calcReturn(values, (d) => normalizeYearOffset(d, -1)); const twoYears = calcReturn(values, (d) => normalizeYearOffset(d, -2)); const threeYears = calcReturn(values, (d) => normalizeYearOffset(d, -3)); const fourYears = calcReturn(values, (d) => normalizeYearOffset(d, -4)); return [ { portfolio, label: "1D", value: oneDay, order: 0 }, { portfolio, label: "1W", value: oneWeek, order: 1 }, { portfolio, label: "1M", value: oneMonth, order: 2 }, { portfolio, label: "3M", value: threeMonths, order: 3 }, { portfolio, label: "6M", value: sixMonths, order: 4 }, { portfolio, label: "1Y", value: oneYear, order: 5 }, { portfolio, label: "2Y", value: twoYears, order: 6 }, { portfolio, label: "3Y", value: threeYears, order: 7 }, { portfolio, label: "4Y", value: fourYears, order: 8 } ]; }33:T63c,function chartConfigNavHistory(values) { return { data: { values }, width: 600, height: 314, encoding: { x: { title: "Date", field: "eod_date", type: "temporal" }, y: { title: "% Change", field: "PercChange", type: "quantitative", scale: { domain: [ _.min(values.map(({ PercChange }) => PercChange)) * 0.95, _.max(values.map(({ PercChange }) => PercChange)) * 1.05 ] } }, color: { field: "label", type: "nominal", scale: { range: ["#1BB66A", "#979797"] }, legend: { title: null } } }, layer: [ { mark: "line" }, { mark: { type: "point", filled: true, color: "#1BB66A", size: 50 }, transform: [{ filter: { selection: "hover" } }] }, { mark: "rule", encoding: { opacity: { value: 0 }, tooltip: [ { field: "label", type: "nominal", title: "Portfolio" }, { field: "eod_date", type: "temporal", title: "Date" }, { field: "PercChange", type: "quantitative", title: "% Change" } ] }, selection: { hover: { type: "single", nearest: true, fields: ["eod_date"], on: "mouseover", empty: "none", clear: "mouseout" } } } ] }; }34:T5c7,function chartConfigDrawdowns(values) { return { data: { values }, width: 600, height: 157, encoding: { x: { title: "Date", field: "eod_date", type: "temporal" }, y: { title: "% Drawdown", field: "drawdown", type: "quantitative", scale: { // domain: [_.min(values.map(({ drawdown }) => drawdown)) * 1.05, 0] domain: [-40, 0] } }, color: { field: "label", type: "nominal", scale: { range: ["#1BB66A", "#979797"] } } }, layer: [ { mark: "line" }, { mark: { type: "point", filled: true, color: "#FF6242", size: 50 }, transform: [{ filter: { selection: "hover" } }] }, { mark: "rule", encoding: { opacity: { value: 0 }, tooltip: [ { field: "label", type: "nominal", title: "Portfolio" }, { field: "eod_date", type: "temporal", title: "Date" }, { field: "drawdown", type: "quantitative", title: "% Drawdown" } ] }, selection: { hover: { type: "single", nearest: true, fields: ["eod_date"], on: "mouseover", empty: "none", clear: "mouseout" } } } ] }; }35:[{"id":"149471586d853972853c61f365817c56e56540c003b82c8338bdd19bac4e85fdf1887d93cb37767800e5899c344cf43ddf68689bee90b5359db544ac81334f9e","href":"https://static.observableusercontent.com/files/149471586d853972853c61f365817c56e56540c003b82c8338bdd19bac4e85fdf1887d93cb37767800e5899c344cf43ddf68689bee90b5359db544ac81334f9e","name":"Logo_Horizontal_Web_CMWealth.png","type":"image/png","lastModified":1705835392049.86,"size":20883}] 2f:{"id":"2ff00df8d1ebbead","slug":null,"title":"Capitalmind Wealth Portfolio NAVs","thumbnail":"0c64d43fbb6a5ec640df97766ac2d264856cca78962c6c0b21e25c8be43d325d","access_level":"public","create_time":"$D2024-01-21T11:09:52.049Z","update_time":"$D2026-02-05T11:16:59.354Z","view_time":null,"first_public_time":"$D2024-01-21T11:09:52.049Z","has_unpublished_edits":null,"fork":{"id":"8587b3b52762d238","slug":"capitalmind-wealth-portfolio-navs","title":"Capitalmind Wealth Portfolio NAVs","owner":{"id":"b5f43f08a0dd9c4d","login":"capitalmind","name":"Capitalmind"}},"stars":0,"starred":false,"owner":{"type":"team","id":"b5f43f08a0dd9c4d","login":"capitalmind","name":"Capitalmind","avatar_url":"https://avatars-next.observableusercontent.com/fe00a61c47a45c99ac115cce7edfea6c370b784cebee73cc96ea5e816cd64890","tier":"starter_2024"},"version":1762,"publish_version":null,"role":null,"authored":false,"authors":[{"type":"individual","id":"b14da7f9ad39a821","login":"deepakshenoycm","name":"Deepak Shenoy","avatar_url":"https://avatars-next.observableusercontent.com/8d7f7c4c98b4df3e53d8827dff4d5cb0d177bd77030ee5d8d090aa2dff515ebc","tier":null}],"members":[{"type":"individual","id":"d431addce8f7c90d","login":"capitalmind","name":"Dev Mallya","avatar_url":"https://avatars-next.observableusercontent.com/13f85f1ed978533d492dde68874885dbbc48749303c078e1f5051c7a3ec99a7c","tier":null,"role":"editor"}],"comments":[],"custom_thumbnail":false,"trashed":false,"lapsed":null,"subscribed":null,"forks":1,"collection":null,"type":"notebook","body":{"title":"Capitalmind Wealth Portfolio NAVs","cells":[{"id":332,"value":"html`\n

Capitalmind Wealth Portfolio NAVs

\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":374,"value":"html`\nDownload our PMS presentation\n
\nRead FAQs\n
\nConnect with us\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":110,"value":"md`\n---\nBelow are time-weighted rates of returns (TWRR) for each of the portfolios we manage under our ${html`PMS`}, calculated as per SEBI regulations. We're sharing these as normalized NAVs generated using daily returns of aggregate portfolio values across all clients, including all cash holdings and investments in liquid funds waiting to be deployed, and post all fees and expenses. \n\nThese are NOT model portfolio returns - these are the real returns of all clients put together. However, please note that SEBI does not verify these calculations independently.\n\n*References:*\n1. ${html`FAQs - Portfolio Managers`}, point 16\n2. ${html`Guidelines for Portfolio Managers`}, clause E\n---\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":171,"value":"md`\n
\n## Adaptive Momentum Strategy \n\\`\\`\\`\nFund Manager: Anoop Vijaykumar (since Dec, 2019)\nLaunched 5th March, 2019\n\\`\\`\\`\n\nStocks that go up, tend to keep going up. The rewards come when you stick with the winners and mercilessly discard laggards. Read the whitepaper ${html`here`}\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":885,"value":"DOM.download(\n serialize(navs.momentum),\n \"cmw_momentum_portfolio.csv\",\n \"Download NAVs\"\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":664,"value":"viewof momentum_start = date({\n title: \"Start Date\",\n min: _.first(navs.momentum)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.momentum)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.first(navs.momentum)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":665,"value":"viewof momentum_end = date({\n title: \"End Date\",\n min: _.first(navs.momentum)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.momentum)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.last(navs.momentum)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":99,"value":"momentumCharts = vegaLite(\n _.flow([\n (data) =>\n prepareDataForChart(data, navs.nifty, momentum_start, momentum_end),\n (data) => createChartConfig(data, \"Momentum\")\n ])(navs.momentum)\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":127,"value":"md`\n
\n## Surge India (formerly LT Multicap)\n\\`\\`\\`\nFund Manager: Deepak Shenoy\nLaunched 3rd Nov, 2017\n\\`\\`\\`\n\nCapitalmind Research driven investments into high quality, long term, growth oriented stocks. Read the whitepaper ${html`here`}\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":877,"value":"DOM.download(\n serialize(navs.surgeindia),\n \"cmw_surge_india_portfolio.csv\",\n \"Download NAVs\"\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":652,"value":"viewof surgeindia_start = date({\n title: \"Start Date\",\n min: _.first(navs.surgeindia).eod_date.toISOString().slice(0, 10),\n max: _.last(navs.surgeindia).eod_date.toISOString().slice(0, 10),\n value: \"2019-03-05\"\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":661,"value":"viewof surgeindia_end = date({\n title: \"End Date\",\n min: _.first(navs.surgeindia).eod_date.toISOString().slice(0, 10),\n max: _.last(navs.surgeindia).eod_date.toISOString().slice(0, 10),\n value: _.last(navs.surgeindia).eod_date.toISOString().slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":54,"value":"multicapCharts = vegaLite(\n _.flow([\n (data) =>\n prepareDataForChart(data, navs.nifty, surgeindia_start, surgeindia_end),\n (data) => createChartConfig(data, \"Surge India\")\n ])(navs.surgeindia)\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":162,"value":"md`\n
\n## Market (Passive)\n\\`\\`\\`\nFund Manager: Deepak Shenoy\nLaunched 5th March, 2019\n\\`\\`\\`\n\nBuy the top 100 Indian stocks and largest 100 US new age companies and outperform nearly every active manager out there at a fraction of the cost. Read the whitepaper ${html`here.`}\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":872,"value":"DOM.download(\n serialize(navs.market),\n \"cmw_market_portfolio.csv\",\n \"Download NAVs\"\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":633,"value":"viewof market_start = date({\n title: \"Start Date\",\n min: _.first(navs.market)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.market)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.first(navs.market)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":649,"value":"viewof market_end = date({\n title: \"End Date\",\n min: _.first(navs.market)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.market)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.last(navs.market)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":102,"value":"marketCharts = vegaLite(\n _.flow([\n (data) => prepareDataForChart(data, navs.nifty, market_start, market_end),\n (data) => createChartConfig(data, \"Market\")\n ])(navs.market)\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1700,"value":"md`\n
\n## All Weather\n\\`\\`\\`\nFund Manager: Anoop Vijaykumar\nLaunched 13th July, 2022,\n\\`\\`\\`\n\nMutual Fund portfolio.\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1705,"value":"DOM.download(\n serialize(navs.allweather),\n \"cmw_allweather_portfolio.csv\",\n \"Download NAVs\"\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1708,"value":"viewof allweather_start = date({\n title: \"Start Date\",\n min: _.first(navs.allweather).eod_date.toISOString().slice(0, 10),\n max: _.last(navs.allweather).eod_date.toISOString().slice(0, 10),\n value: _.first(navs.allweather).eod_date.toISOString().slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1711,"value":"viewof allweather_end = date({\n title: \"End Date\",\n min: _.first(navs.allweather).eod_date.toISOString().slice(0, 10),\n max: _.last(navs.allweather).eod_date.toISOString().slice(0, 10),\n value: _.last(navs.allweather).eod_date.toISOString().slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1714,"value":"allweatherCharts = vegaLite(\n _.flow([\n (data) =>\n prepareDataForChart(data, navs.nifty, allweather_start, allweather_end),\n (data) => createChartConfig(data, \"All Weather\")\n ])(navs.allweather)\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1081,"value":"md`\n
\n## Strategic Debt\n\\`\\`\\`\nFund Manager: Deepak Shenoy\nLaunched 3rd September, 2019\n\\`\\`\\`\n\nAllocation to fixed-income through mutual funds to take advantage of interest-rate market cycles with a steady focus on risk.\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1090,"value":"DOM.download(\n serialize(navs.strategicdebt),\n \"cmw_strategic_debt_portfolio.csv\",\n \"Download NAVs\"\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1093,"value":"viewof strategicdebt_start = date({\n title: \"Start Date\",\n min: _.first(navs.strategicdebt)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.strategicdebt)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.first(navs.strategicdebt)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1096,"value":"viewof strategicdebt_end = date({\n title: \"End Date\",\n min: _.first(navs.strategicdebt)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.strategicdebt)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.last(navs.strategicdebt)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1086,"value":"strategicCharts = vegaLite(\n _.flow([\n (data) =>\n prepareDataForChart(\n data,\n navs.benchmarkCrisil,\n strategicdebt_start,\n strategicdebt_end\n ),\n (data) => createChartConfig(data)\n ])(navs.strategicdebt)\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1391,"value":"md`\n
\n## Resilient (formerly Low Volatility)\n\\`\\`\\`\nFund Manager: Anoop Vijaykumar (since Sep, 2021)\nLaunched 6th September, 2021\n\\`\\`\\`\n\nA quantitative strategy holding a portfolio of robust businesses with lower price volatility than the market. Download the presentation ${html`here`}\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1399,"value":"DOM.download(\n serialize(navs.lowvol),\n \"cmw_low_volatility_portfolio.csv\",\n \"Download NAVs\"\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1410,"value":"viewof lowvol_start = date({\n title: \"Start Date\",\n min: _.first(navs.lowvol)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.lowvol)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.first(navs.lowvol)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1415,"value":"viewof lowvol_end = date({\n title: \"End Date\",\n min: _.first(navs.lowvol)\n .eod_date.toISOString()\n .slice(0, 10),\n max: _.last(navs.lowvol)\n .eod_date.toISOString()\n .slice(0, 10),\n value: _.last(navs.lowvol)\n .eod_date.toISOString()\n .slice(0, 10)\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1420,"value":"vegaLite(\n _.flow([\n data => prepareDataForChart(data, navs.nifty, lowvol_start, lowvol_end),\n data => createChartConfig(data, \"Low Volatility\")\n ])(navs.lowvol)\n)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1194,"value":"md`\n
\n## Growth of Assets Under Management \nAUM as reported to SEBI. You can find previous filings of monthly portfolio manager report [here.](https://www.sebi.gov.in/sebiweb/other/OtherAction.do?doPmr=yes)\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1202,"value":"vegaLite({\n width: 600,\n height: 314,\n data: {\n values: aumGrowth\n },\n mark: {\n type: \"line\",\n color: \"#1BB66A\"\n },\n encoding: {\n x: {\n title: \"Date\",\n field: \"date\",\n type: \"temporal\"\n },\n y: {\n title: \"AUM (Cr)\",\n field: \"aum\",\n type: \"quantitative\"\n // scale: { type: \"log\" }\n }\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":182,"value":"md`---`\n\n// md`\n//
\n// ## High-Priced\n// \\`\\`\\`\n// Fund Manager: Deepak Shenoy\n// Launched 25th June, 2020\n// Fees: 1%\n// AUM: ${aums.sticker_shock} Cr\n// CAGR since inception: ${cagrSinceInception(navs.highpriced)}%\n// \\`\\`\\`\n\n// Stocks that small retail avoids, have low debt and have high institutional participation. Read the whitepaper ${html`here`}\n// `","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":882,"value":"md`---`\n// DOM.download(\n// serialize(navs.highpriced),\n// \"cmw_highpriced_portfolio.csv\",\n// \"Download NAVs\"\n// )","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":674,"value":"md`---`\n// viewof highpriced_start = date({\n// title: \"Start Date\",\n// min: _.first(navs.highpriced).eod_date.toISOString().slice(0, 10),\n// max: _.last(navs.highpriced).eod_date.toISOString().slice(0, 10),\n// value: _.first(navs.highpriced).eod_date.toISOString().slice(0, 10)\n// })","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":675,"value":"md`---`\n// viewof highpriced_end = date({\n// title: \"End Date\",\n// min: _.first(navs.highpriced)\n// .eod_date.toISOString()\n// .slice(0, 10),\n// max: _.last(navs.highpriced)\n// .eod_date.toISOString()\n// .slice(0, 10),\n// value: _.last(navs.highpriced)\n// .eod_date.toISOString()\n// .slice(0, 10)\n// })","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":104,"value":"md`---`\n// vegaLite(\n// _.flow([\n// data =>\n// prepareDataForChart(data, navs.nifty, highpriced_start, highpriced_end),\n// data => createChartConfig(data, \"Momentum\")\n// ])(navs.highpriced)\n// )","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":2,"value":"md`---\n### Under the hood stuff`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":635,"value":"import { date } from \"@jashkenas/inputs\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":50,"value":"vegaLite = require(\"vega-embed@6\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":10,"value":"d3 = require(\"d3\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":64,"value":"_ = require(\"lodash\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":863,"value":"json2csv = require(\"json2csv@5\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":868,"value":"function serialize(data) {\n let parser = new json2csv.Parser();\n let csv = parser.parse(data);\n return new Blob([csv], { type: \"text/csv\" });\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1760,"value":"holiday_list = {\n const holidayList = await d3.text(\n \"https://public-wealth-website.s3.ap-south-1.amazonaws.com/equity_holidays.txt\"\n );\n const holidays = holidayList\n .split(\"\\n\")\n .filter(Boolean)\n .map((d) => d.trim());\n\n return holidays;\n}","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":893,"value":"function normalizedReturns(data = [{}, {}, {}], valueCol = \"\") {\n const init = {\n ..._.head(data),\n GrossReturn: 0,\n NormalizedNav: 1,\n PercChange: 0\n };\n\n const calc_gross_returns = (acc, cur) => {\n const prev = acc[acc.length - 1];\n return [...acc, { ...cur, GrossReturn: cur[valueCol] / prev[valueCol] }];\n };\n\n const calc_normalized_nav = (acc, cur, idx) => {\n if (idx > 0) {\n const prev = acc[acc.length - 1];\n cur = {\n ...cur,\n NormalizedNav: prev.NormalizedNav * cur.GrossReturn\n };\n }\n return [...acc, cur];\n };\n\n const calc_perc_change = (cur, idx, arr) => ({\n ...cur,\n PercChange: _.round((cur.NormalizedNav - 1) * 100, 2)\n });\n\n return _.chain(_.tail(data))\n .reduce(calc_gross_returns, [init])\n .reduce(calc_normalized_nav, [])\n .map(calc_perc_change)\n .value();\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":908,"value":"function prepareDataForChart(data, benchmark, start, end) {\n const filteredPortfolio = filterByDateRange(data, start, end);\n const filteredPortfolioWithDrawddowns = calcDrawdowns(filteredPortfolio);\n const filteredDates = filteredPortfolio.map(cur =>\n cur.eod_date.toISOString().slice(0, 10)\n );\n const filteredBenchmark = benchmark.filter(cur =>\n filteredDates.includes(cur.eod_date.toISOString().slice(0, 10))\n );\n const filteredBenchmarkWithDrawdowns = calcDrawdowns(filteredBenchmark);\n\n return [\n ...normalizedReturns(filteredPortfolioWithDrawddowns, \"nav\"),\n ...normalizedReturns(filteredBenchmarkWithDrawdowns, \"nav\")\n ];\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":13,"value":"$31","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1144,"value":"aums = {\n const url =\n \"https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/monthly_aum_per_portfolio_s3_nav.csv\";\n const res = await fetch(url);\n let csv = \"date,aum,portfolio\\r\\n\" + (await res.text());\n let data = d3.csvParse(csv, d3.autoType);\n\n data = _.chain(data)\n .map(cur => ({\n ...cur,\n dt: Number(\n cur.date\n .toISOString()\n .slice(0, 10)\n .replace(/-/g, \"\")\n )\n }))\n .groupBy(\"dt\")\n .values()\n .last()\n .reduce(\n (acc, cur) => ({\n ...acc,\n [cur.portfolio]: _.round(cur.aum / 10000000, 2)\n }),\n {}\n )\n .value();\n return data;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1185,"value":"aumGrowth = {\n const url =\n \"https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/monthly_aum_s3_nav.csv\";\n const res = await fetch(url);\n let csv = \"date,aum\\r\\n\" + (await res.text());\n const data = d3.csvParse(csv, d3.autoType);\n return data.map(cur => ({ ...cur, aum: _.round(cur.aum / 10000000, 2) }));\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":804,"value":"function filterByDateRange(data, start, end) {\n start = d3.timeParse(\"%Y-%m-%dT%H:%M\")(start + \"T05:30\");\n end = d3.timeParse(\"%Y-%m-%dT%H:%M\")(end + \"T05:30\");\n\n return data.filter(\n cur =>\n cur.eod_date.getTime() >= start.getTime() &&\n cur.eod_date.getTime() <= end.getTime()\n );\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":210,"value":"function calcDrawdowns(values) {\n return values.map((cur, idx, arr) => {\n const prevMax = _.max(arr.slice(0, idx + 1).map(({ nav }) => nav));\n const drawdown = _.round((cur.nav / prevMax - 1) * 100, 2);\n\n return {\n ...cur,\n drawdown\n };\n });\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":401,"value":"$32","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":553,"value":"function chartConfigTrailingReturns(data) {\n const values = _.chain(data)\n .groupBy(\"label\")\n .mapValues(calcTrailingReturns)\n .values()\n .flatten()\n .value();\n\n return {\n data: {\n values\n },\n title: \"Trailing Returns %\",\n width: 600,\n encoding: {\n x: {\n title: null,\n field: \"label\",\n type: \"ordinal\",\n sort: \"order\",\n axis: {\n labelAngle: 0,\n orient: \"top\"\n }\n },\n y: { title: null, field: \"portfolio\", type: \"ordinal\" }\n },\n layer: [\n {\n mark: \"text\",\n encoding: {\n text: { field: \"value\", type: \"nominal\" },\n color: {\n condition: { test: \"datum['value'] > 0\", value: \"#1BB66A\" },\n value: \"#FF6242\"\n }\n }\n }\n ]\n };\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":559,"value":"$33","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":571,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":89,"value":"function createChartConfig(values) {\n return {\n vconcat: [\n chartConfigTrailingReturns(values),\n chartConfigNavHistory(values),\n chartConfigDrawdowns(values)\n ]\n };\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":1457,"value":"function cagrSinceInception(navs) {\n const first = _.first(navs);\n const last = _.last(navs);\n\n const gross_return = _.round(last?.nav / first?.nav, 4);\n\n const year_in_ms = 365.25 * 24 * 60 * 60 * 1000;\n const duration_in_ms =\n new Date(last?.eod_date).getTime() - new Date(first?.eod_date).getTime();\n const years = _.round(duration_in_ms / year_in_ms, 2);\n\n const cagr = _.round((gross_return ** (1 / years) - 1) * 100, 2);\n\n return cagr;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W35","stdlib":"1","titling":"auto"}} 30:"$2f:body"