by Sonam Srivastava
Published On Aug. 14, 2019
The rationale of this strategy can be broken down into two themes:
Dynamic Asset Allocation
Let us look at the equity markets in the two recent time periods — the year 2017 and 2018.
Now, look at 2 portfolios:
The equity majority portfolio has better performance in 2017 but the bond majority portfolio gives better risk adjusted returns in 2018.
We choose the best asset mix using stocks along with bond and gold ETFs in the two different types of market regimes.
The regimes are predicted using a model that looks at short term and long term price patterns and economic data. We chase the equity market trend when the market is favourable and try to control the risk when it is not
While we trade bonds & commodities through ETFs, the choice of stocks in the portfolio comes from equity factor models or the popular name smart-beta. The individual equity buckets chase factors like:
We have been live for 10 months since July 2019, here’s how the performance has looked like:
The backtested performance of the model since 2014 looks like this:
When the markets crashed in March 2020 led by coronavirus fears, our portfolios stood out based on the principles of dynamic asset allocation
While the markets suffered a drawdown of ~30% the portfolio only dropped ~5%
Indian retail investors can invest via smallcase here:https://wrightresearch.smallcase.com/
Details on the steps to invest and the plans is detailed here:https://www.wrightresearch.in/invest
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It depicts the actual and verifiable returns generated by the portfolios of SEBI registered entities. Live performance does not include any backtested data or claim and does not guarantee future returns.
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“I was drawn to Wright Research due to its multi-factor approach. Their Balanced MFT is an excellent product.”
By Prashant Sharma
CTO, Zydus
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“I was drawn to Wright Research due to its multi-factor approach. Their Balanced MFT is an excellent product.”
By Prashant Sharma
CTO, Zydus
“I was drawn to Wright Research due to its multi-factor approach. Their Balanced MFT is an excellent product.”
By Prashant Sharma
CTO, Zydus
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“I was drawn to Wright Research due to its multi-factor approach. Their Balanced MFT is an excellent product.”
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“I was drawn to Wright Research due to its multi-factor approach. Their Balanced MFT is an excellent product.”
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CTO, Zydus
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