*Last Updated: 03-05-2021
This is a dynamic portfolio that allocates to equity smart beta factor baskets along with bonds, liquid and gold ETFs.
Multi-factor strategy manage risk budget efficiently, provide balanced factor exposures and employ dynamic weighting scheme, thereby creating potential for outperformance in the future
Maximum single stock exposure of 10%. Constraints put to not take positions of more than 5% of stock’s liquidity
The strategy invests in baskets of single factor strategies along with bond and gold ETFs using mean variance optimization and risk targeting
Top 500 stocks by market capitalization on NSE
Equity Allocation 50-80%, Bond Allocation 20-60%, Gold 0-20%, International 0 - 20%