Optimiser Strategy

Optimiser Strategy

A rule based portfolio of Equity shares selected based on Momentum factor.

Differentiating Factors For Portfolio Performance

Quality of
Underlying Asset

ROCE – Higher the better
Debt – Lower the better

Growth of the
Portfolio Basket

Profit growth
Higher the better

Low
Volatility

With lower Standard Deviation,
the health of the portfolio improves

Market Cap

Large cap or Mid caps – based on market
conditions & momentum towards a particular market cap

Sector
Selection

It’s a sector agnostic strategy
which picks up potential sectors

Optimiser
Strategy

Its based on the
“Momentum” Factor

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%)

Any queries related to investment and financial planning?

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