Smallcaps
*Last Updated: 03-05-2021
This is a high risk equity strategy to participate in high quality small cap stocks. This strategy is specifically build to take advantage of the smallcap rally.
Live Performance
Backtested Performance
Performance Metrics
More Details
Rationale
This is a high risk equity strategy to participate in high quality small cap stocks. This strategy is specifically build to take advantage of the smallcap rally.
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
Mechanism
The underlying equity themes consist of selecting high quality smallcaps with high momentum and low volatility.
Universe
Top 500 stocks by market capitalization on NSE
Risk Management
Equity Allocation 100%
