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
ABANS Smart Beta Portfolio5.49%18.95%19.88%58.02%43.89%22.69%22.34%-22.17%
BSE 500 TRI7.05%11.66%16.68%38.28%30.98%19.97%19.97%-19.24%

Portfolio Holdings

Holding %

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
Mid Cap 87.36
Small Cap
Cash 12.64

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#Returns as of 30 June 2024. Returns up to 1 Year are absolute, above 1 Year are CAGR.

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