Portfolio Management

NIFTY 50 portfolio construction with strategy views and future-ready market data architecture

Build, analyse and optimise portfolios from the NIFTY equity universe.

Overview

Build, analyse and optimise portfolios from the NIFTY equity universe. The current module uses mock NIFTY 50 data, simple covariance assumptions, and institutional-style portfolio cards so we can plug in real NSE equity and option chain data later without redesigning the product surface.

Universe

NIFTY 50

Strategies

4

Data Mode

Mock

NIFTY 50 Universe

RELIANCE

Reliance Industries | Energy

Ret 12.60%
Vol 22.60%

HDFCBANK

HDFC Bank | Financials

Ret 11.10%
Vol 18.20%

INFY

Infosys | Information Technology

Ret 11.90%
Vol 20.80%

ITC

ITC | Consumer Staples

Ret 9.40%
Vol 15.20%

LT

Larsen & Toubro | Industrials

Ret 12.20%
Vol 19.80%

Portfolio Inputs

NIFTY 50 universe

5 representative large-cap stocks from the benchmark universe

Expected returns

Mock annualised return estimates from 9.40% to 12.60%

Volatility

Mock annualised volatility estimates from 15.20% to 22.60%

Correlation matrix

5 x 5 cross-asset correlation set

Risk-free rate

6.80%

Investment amount

₹25,00,000

Strategy Metrics

Equal Weight

A clean baseline across the selected NIFTY 50 names with identical capital allocation.

Return

11.44%

Volatility

14.28%

Sharpe

0.32

Minimum Variance

Tilts toward lower-volatility and lower-correlation names to compress total portfolio risk.

Return

11.09%

Volatility

13.44%

Sharpe

0.32

Maximum Sharpe

Leans into stronger expected excess return while still respecting simple diversification assumptions.

Return

11.74%

Volatility

15.18%

Sharpe

0.33

Risk Parity

Balances exposure so each constituent contributes more evenly to overall risk.

Return

11.30%

Volatility

13.90%

Sharpe

0.32

Efficient Frontier

Mock frontier built from simple NIFTY covariance assumptions and four baseline optimisation strategies.

Mock
Low riskEqual WeightMinimum VarianceMaximum SharpeRisk ParityHigh returnVolatilityReturn

Portfolio Allocation

Mock maximum-Sharpe allocation across the selected NIFTY 50 basket, prepared for future live portfolio and option overlay views.

Mock
Strategy
Max Sharpe

RELIANCE

Energy

24.00%

HDFCBANK

Financials

16.00%

INFY

Information Technology

23.00%

ITC

Consumer Staples

11.00%

LT

Industrials

26.00%

Correlation Matrix

StockRELIANCEHDFCBANKINFYITCLT
RELIANCE1.000.620.480.310.54
HDFCBANK0.621.000.460.290.51
INFY0.480.461.000.250.41
ITC0.310.290.251.000.28
LT0.540.510.410.281.00

Strategy Allocation Detail

Equal Weight

Drawdown 0.38%

₹25,00,000

RELIANCE20.00%
HDFCBANK20.00%
INFY20.00%
ITC20.00%
LT20.00%

Minimum Variance

Drawdown 0.10%

₹25,00,000

RELIANCE13.00%
HDFCBANK25.00%
INFY14.00%
ITC30.00%
LT18.00%

Maximum Sharpe

Drawdown 0.60%

₹25,00,000

RELIANCE24.00%
HDFCBANK16.00%
INFY23.00%
ITC11.00%
LT26.00%

Risk Parity

Drawdown 0.27%

₹25,00,000

RELIANCE17.00%
HDFCBANK22.00%
INFY18.00%
ITC24.00%
LT19.00%

Historical Backtest Placeholder

A simple NAV path from mock monthly returns. This section is intentionally structured to accept future historical NSE equity and derivative overlays.

Placeholder

Final NAV

1.054x

Max Drawdown

0.60%

Data Mode

Mock NIFTY

Future Data Architecture

The UI is deliberately separated from the current mock analytics so we can replace these assumptions with live NSE cash-market and option-chain feeds without changing the page structure or design language.

Market data adapters

Prepare typed ingestion adapters for NSE spot equity snapshots, NIFTY constituents, and option chain payloads.

Normalisation layer

Map vendor-specific symbol formats, timestamps, and contract metadata into a single internal schema.

Analytics engine

Swap mock expected returns, covariance estimates, and backtest series with live factor and market data inputs.

Execution surfaces

Expose portfolio construction, optimisation, and derivatives overlay views without coupling UI cards to a single API provider.

Next Step

Add typed repositories for constituent data, historical returns, realised volatility, and NSE option chain snapshots, then route those into the same portfolio cards and chart components.