Portfolio combining large caps and mid caps

Top 250 Stocks

All publicly traded ETFs on the National Stock Exchange of India are included in the universe

<ul><li>At Windmill Capital, our team specializes in developing asset allocation portfolios based on well-established investment philosophies, supported by extensive academic literature. These principles serve as the foundation for constructing diversified portfolios using stocks and ETFs. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated</li><li>To further refine our portfolios, we harness advanced mathematical, statistical, and analytical methods. This includes optimization algorithms that balance risk and return, as well as statistical analyses to identify high-volatility regimes and dynamically adjust asset allocations. Such techniques enhance our ETFs/stocks selection process and portfolio weighting decisions, ensuring precision and effectiveness in achieving investment objectives</li><li>Top 250 Stocks - Quant Tracker smallcase predominantly selects ETFs from equity asset class, representing either large-cap or mid-cap equity exposure</li></ul>

<ul><li>ETFs qualifying the above mentioned research criteria are selected for further analysis</li><li>Proprietary liquidity filters are applied to remove ill-liquid ETFs from this list</li><li>ETFs are further removed on the basis of high expense ratios and lower tracking error</li></ul>

The final screened ETFs are then weighted according to an asset allocation algorithm which takes into account the market volatility and dynamically adjusts weights based on the risk of economic environment

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

Top 250 Stocks - Quant Tracker

Stability of large caps combined with growth potential of mid caps

Top 250 Stocks - Quant Tracker

Overview

ETFs & Weights

At a Glance