Optimiser Strategy
Optimiser Strategy
A rule based portfolio of Equity shares selected based on Momentum factor.
Differentiating Factors For Portfolio Performance
Optimiser Strategy Characteristics
| Selection Universe | BSE 200. Comprising of All Large Cap and Top 100 Midcap Names |
| Number of Shares | 20 |
| Market Cap Bias | Universe is Divided in 50% large cap and 50% Midcap. But portfolio will be rebalanced as per Ranking. No Exposure to Small Caps |
| Market Timing | Time in market is important & not the Timing. No Strategic/ Tactical Cash Call |
| Portfolio Churn | Higher as compared to Fundamental Driven Strategies |
| Sector Exposure | No Limit |
| Stock Exposure | Start as per Model Allocation for the month. Once a year Rebalanced to Equal Weight. |
| Risks Involved | High |
| Who should consider Investing in this strategy | Only for clients who have Experience Across Market Cycles, Long Term Horizon and Ability and Willingness to Accept High Risk associated with Equity Investment in general and Rule-Based Strategy in particular. |
| Benchmark | Nifty |
Strategy Back Tested Calendar Year Performance
- In the above chart, the Blue Bars display Quarterly Performance of Strategy, while Orange Bars show Nifty performance for the Quarter in % terms
- Standard Disclosure – Past performance is not indicative of future performance. Please refer disclosure documents for risks involved.
- Standard Disclosure – Past performance is not indicative of future performance. Please refer disclosure documents for risks involved.
Key Performance Points
- Outperformed NIFTY in 7 of the 13 Quarters
- Longest Period of Under- Performance vs Nifty – 5 Quarters (January 18 to March 19)
- Highest Drawdown (Negative return) – 20.08% – March 2020 (NIFTY Drawdown was 29.34%)
