About the smallcase
Captures momentum in a liquid stock universe, while managing risk and diversifying across asset classes:
1. Portfolio has up to 24 stocks with at least Rs. 10 crores average daily trading
2. Stocks experiencing highest momentum are selected and held until momentum lasts
3. Positions are equally-weighted, and are rebalanced only if weights have changed significantly
4. To contain portfolio volatility, fixed 20% capital is allocated to gold ETF
5. For risk management, we exit a stock when its annualized volatility rises above 60%
6. If capital is unutilized because of inadequate opportunities in stocks, upto 30% capital can be deployed in sector ETFs
7. If capital is still unutilized because of inadequate opportunities in sectors, upto 80% capital can be deployed in interest-rate linked ETFs
8. 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
