Multi Factor Tactical - Balanced

Multi Factor Tactical - Balanced

This is a dynamic portfolio that allocates to equity smart beta factor baskets along with bonds, liquid and gold ETFs.
Volatility: medium Expected Returns *: 25.0%

* based on past 7 year backtest


Multi Factor Tactical - Balanced


Multi Factor Tactical - Balanced
6 months access for ₹2360
3 months access for ₹1180
1 month access for ₹393
You can access the portfolio (without broker integration) on our website, following a simple step by step flow

Performance

More Details
Blog Post

Why should you invest?

Multi-factor strategy manage risk budget efficiently, provide balanced factor exposures and employ dynamic weighting scheme, thereby creating potential for outperformance in the future

Mechanism

The strategy invests in baskets of single factor strategies along with bond and gold ETFs using mean variance optimization and risk targeting

Universe

Top 500 stocks by market capitalization on NSE

Rebalancing Frequency

Monthly

Risk Management

Maximum single stock exposure of 10%. Constraints put to not take positions of more than 5% of stock’s liquidity

Allocation

Equity Allocation 50-80%, Bond Allocation 20-60%, Gold 0-20%, International 0 - 20%


Performance Metrics

Disclaimer: 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. 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. Actual performance may differ significantly from back-tested performance. 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.

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