Armour Portfolio

All ETFs listed on the National Stock Exchange of India are included in the universe.

An ideal, risk-aware, diversified portfolio has the following characteristics:<ul><li>Number of assets: Three is better than two and four.</li><li>Rebalance threshold: Allowing a single asset to drift upto 80% reduces transaction costs and taxes.</li><li>Weighing scheme: Equal weight is better than portfolio optimization methods.</li></ul>

Read more <a href="https://stockviz.biz/2018/10/16/equal-iii/" rel="noopener noreferrer" target="_blank">here</a>.

Constituent ETFs are selected for the diversification they provide to the portfolio and their liquidity and impact costs.

Equal weighting that is allowed to drift within a band works best.

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.

A diversified ETF strategy that invests across geographies and asset classes.

Armour Portfolio

Overview

ETFs & Weights

At a Glance

Closed smallcase