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
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
