ABANS Smart Beta Portfolio


Key Portfolio Attributes

Inception Date: 29 April 2019

Number of Stocks: 84

Fund Manager Name: Algo Driven Strategy

Investment Objective

Basket of Midcap stocks driven by Algos that use technical and fundamental parameters

Investment Strategy

Smart Beta focuses to obtain alpha, lower risk or increase diversification at a cost lower than  traditional active management and marginally higher than straight index investing. It seeks the best construction of an optimally diversified portfolio. Smart Beta aims to capture and gain from market inefficiencies in a rule based manner.




Performance Table #


Trailing Returns (%) 1m return 3m return 6m return 1y return 2y return 3y return 5y return 10y return Since inception return
Portfolio-2.1%2.1%6.0%15.4%70.6%---64.7%
Nifty Midcap 1000.6%-1.3%-1.9%23.5%121.3%---68.5%



QRC Report Card *




VIEW DETAILED QUALITY, RISK, CONSISTENCY ANALYSIS

Portfolio Holdings


Holding %
Sanofi India Ltd 5.14
Prestige Estates Projects Ltd 4.07
Laurus Labs Ltd 3.17
City Union Bank Ltd. 3.71
Emami Ltd 4.62
ICICI Securities Ltd. 3.63
Tata Elxsi Limited 3.80
REC Ltd. 3.40
Page Industries Ltd 3.39
Godrej Industries Ltd 3.15
Top 10 Equity Holdings 38.08

Sector Allocation


Holding %
Fertilisers & Pesticides 1.96
Chemicals 2.75
Industrial Manufacturing 3.37
Cement & Cement Products 4.81
Automobile 5.37
Oil & Gas 7.39
Information Technology 10.16
Financial Services 15.32
Pharma 21.66
Consumer Goods 23.11

Market Cap Allocation


Allocations %
Large Cap 0.0
Mid Cap 100.0
Small Cap 0.0
Cash 0.0

Disclaimer

#Returns as of 30 Apr 2022. Returns up to 1 Year are absolute, above 1 Year are CAGR.

*QRC Report Card data is updated quarterly. Current data is as of Sep 21.



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