The objective of investment in this strategy is to create a long-term capital appreciation for the companies that generate the highest alpha in the entire market capitalization range. The portfolio aims to predominantly invest in equity and equity related instruments across various market capitalization.
Portfolio Strategy
The proposed investment approach is as summarised below:
■ Rule based stock selection
■ Focus on companies with superior momentum and volatility factors
■ Flexible allocation to invest across market capitalisation
■ Portfolio would be reviewed for re-balancing on a quarterly basis
