Estee Advisors Arbitrage I-Alpha PMS


Key Portfolio Attributes

Inception Date: 01st October, 2009

Portfolio Manager’s Name: Estee Advisors Private Limited

Investment Objective

I-Alpha PMS is Estee Advisors’ market neutral arbitrage product which aims to deliver consistent returns while maintaining nearly zero market exposure.

Investment Strategy

The algorithm for Estee Advisors Arbitrage I-Alpha PMS identifies mispricing between various market instruments at any given point of time and takes hedged positions to capture the pricing differences. The positions are hedged using equivalent risks (e.g., index futures against its components). In most cases, it can create a perfect hedge; however, in certain cases it is not able to create a perfect hedge as the equivalent instruments may not have the liquidity or listed products to take the required positions. In such cases, they construct the hedge with equivalent securities with as close a hedge as possible.

Investment Philosophy

Estee Advisors Arbitrage I-Alpha PMS is an arbitrage product that does not take any directional bets. All the trades captured are balanced at the time of execution locking in a pricing gap opportunity. Price movement typically has minimal impact on the portfolio and underlying risk is typically expected to be the same, but there may be marginal price / venue risk as different sides of the arbitrage trade could be taken in different exchanges / markets.




Performance Table #


Trailing Returns (%) 1m return 3m return 6m return 1y return 2y return 3y return 5y return 10y return Since inception return
Portfolio1.1%1.6%3.5%6.7%6.9%8.4%9.2%11.0%11.9%
0.5%1.6%2.9%4.9%4.1%4.1%5.0%6.5%6.6%



Portfolio Holdings


Holding %

Sector Allocation


Holding %

Market Cap Allocation


Allocations %
Large Cap
Mid Cap
Small Cap
Cash


Do Not Simply Invest, Make Informed Decisions

WISH TO MAKE INFORMED INVESTMENTS FOR LONG TERM WEALTH CREATION

imageBook a call with our PMS AIF Specialists




Disclaimer

#Returns as of 31 Oct 2022. Returns up to 1 Year are absolute, above 1 Year are CAGR.




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Do Not Simply Invest, Make Informed Decisions