The portfolio managers believe that investment management is about to witness a fundamental change with the advent of technology applied to data analysis & research, securities selection, and portfolio optimization. Machine learning can play beneficial roles in investment management, especially in applications where there is an abundance of data. IDFC NEO Equity Portfolio seeks to be an all-weather diversified large and mid-capitalized portfolio combining machine learning techniques with portfolio manager expertise. The portfolio will consist of large and mid-capitalized stocks from the S&P BSE 200 index stock universe and can constitute the core long-only equity exposures for clients.
| Alpha (1Y) | Beta (1Y) | Standard Deviation (1Y) | % of +ve Months (SI) |
|---|---|---|---|
| -5.96% | 0.59 | 12.02% | 68.63% |
Performance Table #
| Trailing Returns (%) | 1m return | 3m return | 6m return | 1y return | 2y return | 3y return | 5y return | 10y return | Since inception return |
|---|---|---|---|---|---|---|---|---|---|
| IDFC NEO Equity Portfolio | 3.7% | 4.2% | 0.6% | 7.0% | 11.7% | 20.6% | 8.7% | - | 10.8% |
| Nifty 50 TRI | 4.1% | 2.4% | 0.5% | 6.9% | 12.4% | 23.8% | 12.3% | - | 12.5% |
QRC Report Card *
| Strategy | Category | Fund Manager | Date of Inception | Age Of PMS | Corpus (in Cr, approx) | Benchmark | Returns SI (CAGR) | Stocks In Portfolio | Sectors In Portfolio |
|---|---|---|---|---|---|---|---|---|---|
| IDFC NEO Equity Portfolio | Multi Cap | Dr. Chetan Mehra | 21 July 2017 | 5Y 10M | - | Nifty 50 TRI | 10.8% | 42 | 5 |
| Portfolio Quality (Q) | Portfolio Risk (R) | Portfolio Consistency (C) | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Index | Category Alpha (1Y) | Relative Alpha (1Y) |
% of +ve Months
(Fund Data) |
Alpha (1Y) | Beta (1Y) |
Standard Deviation (1Y)
(Fund Data) |
Sharpe Ratio (1Y)
(Fund Data) |
Alpha (SI) | Information Ratio (SI) | Consistency Ratio % |
| Nifty 50 | -1.12% | -0.35% | 68.63% | -1.47% | 0.72 | 12.02% | 4.29 | 0.56% | 0.06 | 47.06 % |
| Nifty 500 | -1.11% | -4.85% | -5.96% | 0.59 | 1.14% | 0.12 | 54.90 % | |||
| Nifty Midcap 100 | -7.24% | -16.49% | -23.73% | 0.33 | 2.29% | 0.16 | 49.02 % | |||
| Nifty Smallcap 100 | 1.56% | -33.4% | -31.84% | 0.17 | 6.57% | 0.33 | 49.02 % | |||
VIEW DETAILED QUALITY, RISK, CONSISTENCY ANALYSIS
Portfolio Holdings
| Holding | % |
|---|---|
| HDFC Bank Ltd | 8.10 |
| Reliance Industries Ltd | 7.40 |
| ICICI Bank Ltd | 7.00 |
| STATE BANK OF INDIA | 6.60 |
| Axis Bank Ltd. | 6.30 |
| Top 5 Equity Holdings | 35.40 |
Sector Allocation
| Holding | % |
|---|---|
| Financial Services | 36.20 |
| Fast Moving Consumer Goods | 11.40 |
| Information Technology | 7.90 |
| Oil, Gas & Consumable Fuels | 7.40 |
| Automobile and Auto Components | 6.20 |
Market Cap Allocation
| Allocations | % |
|---|---|
| Large Cap | 85.2 |
| Mid Cap | 10.7 |
| Small Cap | 0.0 |
| Cash | 4.2 |
Do Not Simply Invest, Make Informed Decisions
WISH TO MAKE INFORMED INVESTMENTS FOR LONG TERM WEALTH CREATION
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a call with our PMS AIF Specialists
Disclaimer
#Returns as of 30 Apr 2023. 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.
