Low Risk - Smart Beta

All publicly traded companies on the National Stock Exchange of India are sorted by marketcap. Only the top 150 companies on the basis of marketcap are included in the universe

<ul><li>At Windmill Capital, our team cultivates investment philosophies rooted in cutting-edge academic research and insightful white papers. These resources lay the groundwork for a comprehensive understanding of market dynamics, risk management, and optimal return strategies. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated</li><li>The philosophy behind smart beta portfolios revolves around selecting stocks or ETFs from a specific market segment with the goal of outperforming traditional market-cap-weighted indices representing these segments. We develop smart beta portfolios by focusing on stocks and ETFs from the top 150 market-cap companies, utilizing key factors such as quality, volatility, and more</li><li>Low Risk Smart Beta smallcase primarily focuses on selecting low-volatility stocks from the underlying universe</li></ul>

<ul><li>Stocks/ETFs qualifying the above mentioned research criteria are selected for further analysis</li><li>Proprietary liquidity filters are applied to remove ill-liquid stocks/ETFs from this list</li><li>A special check is further applied to remove stocks, where a significant part of the promoter holdings are pledged</li><li>Stocks/ETFs are further removed on the basis of red flags such as stock’s presence in ASM/GSM list of the exchanges, deep negative news or sentiment etc</li></ul>

The list of selected stocks/ETFs is weighted such that the diversification of the final portfolio is maximised

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

Low Risk Smart Beta

A low volatile portfolio that aims for high returns. Passive investing with a twist

Low Risk Smart Beta

Overview

Stocks & Weights

At a Glance

Holdings Distribution