Nifty 500 Index

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.

Armour Portfolio Model

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

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

Armour Portfolio Model

Overview

ETFs & Weights

Closed smallcase