ViniyogIndia🦎Chameleon

All publicly traded stocks and ETFs on the National Stock Exchange are considered are considered for suitability for this portfolio.

In depth research is performed to decide on the factor blend. Additionally, the strategy is carefully tested with 12+ years of market data for validity.

ViniyogIndia🦎Chameleon uses an adaptive multifactor strategy where the factor blend is automatically realigned towards the best performing factor mix. This addresses the problem of factor cyclicality that causes periodic underperformance of individual factors. <ul><li>Portfolio of approx. 20 stocks and ETFs selected from the NSE universe.</li><li>Factor allocation is automatically realigned to optimize risk adjusted returns</li><li>Liquidity filter to remove low volume | turnover stocks.</li></ul>

Constituents are usually weighted equally, although there could be occasional exceptions to the rule.

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

ViniyogIndia Chameleon Quant

Adaptive multifactor strategy where the factor blend is automatically realigned based on performance

ViniyogIndia Chameleon Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution