Conservative 🔒 Multi Factor

Tactical long term out-performance powered by multiple quantitative factors.

Returns: 15.8 % (3Y)

Volatility:

Low Volatility


Portfolio Update:

Monthly


Min Investment:

60715


Already Subscribed? Check now.

This strategy is a low risk strategy which aims to outperform in all stages of the market cycle using dynamic allocation to various factors and asset classes based on the changing market regime.

  • This portfolio consists of 20-25 stocks selected from the top 300 universe
  • .The underlying equity themes consist of trend following, which works in trending markets and other themes like value and low volatility, which work in volatile markets.
  • This portfolio also contains bonds, gold and international ETFs, which are dynamically given higher weightage when volatile markets. 
  • The historical performance of this portfolio has beaten the benchmarks by a wide margin in all market conditions.
  • The rebalance of the portfolio is done every month to keep turnover low. The portfolio might also be rebalanced weekly if market conditions change drastically.
The strategy invests in baskets of single factor strategies along with bond and gold ETFs using mean variance optimization and risk targeting
Equity Allocation 30-60%, Bond Allocation 30-60%, Gold 0-20%, International 0 - 20%

PB Ratio

3.98

PE Ratio

28.26

Rebalancing Frequency

Monthly

Next Update

Oct. 1, 2022

Type

Model-based

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.