The Quantace Dual Factor Alpha and Low Volatility Basket offers a strategic blend of two powerful factors: Alpha for superior returns and Low Volatility for risk mitigation. Designed to outperform the NIFTY Alpha Low Volatility 30 Index, this basket enables investors to capture strong growth while reducing exposure to market fluctuations.

Key Features:

• Stock Selection: A focused selection of 7-12 stocks from the NIFTY Alpha Low Volatility 30 Universe, ensuring that the basket includes companies that deliver high returns (Alpha) with lower-than-average market volatility.
• Rebalancing Strategy: To maintain optimal exposure to the chosen factors, the basket undergoes weekly rebalancing, adapting to the ever-changing market environment and sector dynamics.
• Risk-Adjusted Performance: With a focus on Alpha and Low Volatility, the basket is historically designed to provide superior risk-adjusted returns, outperforming traditional benchmarks during both stable and volatile periods.
• Hedging Strategy: During extreme market conditions, the basket hedges risk by increasing exposure to LIQUIDBEES, providing an additional layer of protection while preserving capital.

This dual-factor approach is ideal for investors looking for a balanced investment option that combines growth potential with stability. However, as a factor-driven strategy, there may be risks related to sector-specific or market-wide volatility.

Disclosure: https://www.quantace.in/disclosures/