About the smallcase
Captures momentum in a liquid stock universe, while managing risk and diversifying across asset classes:
1. Portfolio has upto 12 stocks with at least Rs. 10 crores average daily trading
2. Stocks experiencing highest momentum are selected and held until momentum lasts
3. Positions are equally-weighted, and are rebalanced only if weights have changed significantly
4. To contain portfolio volatility, fixed 20% capital is allocated to gold ETF
5. For risk management, we exit a stock when its annualized volatility rises above 60%
6. If capital is unutilized because of inadequate opportunities in stocks, upto 30% capital can be deployed in sector ETFs
7. If capital is still unutilized because of inadequate opportunities in sectors, upto 80% capital can be deployed in interest-rate linked ETFs
8. Reviewed weekly
Live Performance vs
Note: Live performance includes rebalances. It is a tool to communicate factual return information and should not be seen as advertisement or promotion.
Understand smallcase costs and returns
Understand smallcase costs and returns
