Multi Factor Tactical - Conservative
* based on past 7 year backtest
Multi Factor Tactical - Conservative
Performance
More Details
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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 30-60%, Bond Allocation 30-60%, 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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