About the smallcase
Captures momentum among top asset-classes and sectors, while managing risk:
1. Portfolio takes a concentrated position in 1 ETF from a universe of 2 asset-classes (Gold and Nifty) 3 sectors (IT, Pharma, FMCG)
2. 1 ETF experiencing highest momentum is selected and held until momentum lasts
3. 80% capital is deployed to the selected ETF, and rebalanced only if weight has changed significantly
4. For risk management, we exit the ETF when its annualized volatility rises above 30%
5. If capital is unutilized because of inadequate opportunities in the selected universe, upto 90% capital can be deployed in interest-rate linked ETFs
6. Reviewed monthly
Live Performance vs
Equity Large Cap
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
