Equity & Debt

All publicly traded ETFs on the National Stock Exchange of India are included in the universe

<ul><li>At Windmill Capital, our team specializes in developing asset allocation portfolios based on well-established investment philosophies, supported by extensive academic literature. These principles serve as the foundation for constructing diversified portfolios using stocks and ETFs. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated</li><li>To further refine our portfolios, we harness advanced mathematical, statistical, and analytical methods. This includes optimization algorithms that balance risk and return, as well as statistical analyses to identify high-volatility regimes and dynamically adjust asset allocations. Such techniques enhance our ETFs/stocks selection process and portfolio weighting decisions, ensuring precision and effectiveness in achieving investment objectives</li><li>Equity &amp; Debt Asset Allocation smallcase predominantly selects ETFs from 2 asset classes - equity and debt based on a fixed weighing algorithm</li></ul>

<ul><li>ETFs qualifying the above mentioned research criteria are selected for further analysis</li><li>Proprietary liquidity filters are applied to remove ill-liquid ETFs from this list</li><li>ETFs are further removed on the basis of high expense ratios and lower tracking error</li></ul>

The final screened ETFs are then weighted according to the selected fixed weighing asset allocation algorithm

This smallcase has a quarterly rebalance schedule. Once every quarter, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next quarter

Equity & Debt Asset Allocation

A unique 2-in-1 portfolio of equity & debt suitable for low risk wealth creation

Equity & Debt Asset Allocation

Overview

ETFs & Weights

At a Glance