About the smallcase

Diversifies across 2 strategies using Markowitz Efficient Frontier concept:

1.     Following 2 strategies are combined for optimum risk-return-effort balance:

a.   Diversified Stocks Portfolio: Captures momentum in a liquid stock universe, while diversifying across asset classes when needed

b.    Sectors & Asset-classes Rotation: Captures momentum among top asset-classes (Equity index and Gold) and sectors (IT, Pharma, FMCG)

2.    Allocation to any individual strategy is limited to 75%, and weights are determined using mean-variance optimization

3.    Portfolio can have 0-12 stocks and 1-5 ETFs

4.   If any capital is unutilized because of inadequate opportunities in the selected universe, it will be deployed in interest-rate linked ETFs

5.   Reviewed weekly

Download key points of this smallcase

Live Performance vs 

Current value of ₹ 100 invested once
at launch

Feb 12, 2023

would be
Endurance Paired-Strategy Portfolio
₹ 124.91
Equity Smallcap
₹ 134.47

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