Rationale
- Portfolio consists of 20-25 growth-oriented stocks selected from EM500.
- Stock selection is based on the combination of quantitative methods and qualitative analysis.
- Proprietary programs identify stocks based on strength of the stocks relative to current market and which are in demand and expected to do well due to prevailing economic and sectoral conditions.
- Dynamic Asset Allocation is in-built feature of the small case.
Methodology
- Defining the universe
- Historical back-testing
- Research
- Constituent Screening
- Weighting
- Market Capitalization.
- Management quality and vision.
- Theme exposure, revenues and earnings visibility.
- Rebalance
Top 500 stocks from Emerging Market.
Portfolios are checked for historical outperformance to ensure that only consistently outperforming strategies are selected.
The team does in-depth quantitative research using statistical and fundamental parameters used for constituent screening and constantly manages portfolio risk using max drawdown, skew kurtosis and other volatility parameter.
The research team does individual stock picking after going through company reports and financials and decides on a host of qualitative and quantitative parameters to be considered while screening stocks for the respective strategy.
Following parameters are considered while assigning weights to stocks in this portfolio
This portfolio has a real-time rebalance schedule. On a daily basis, the research team reviews this portfolio and realign the weights with the selected asset allocation strategy.
Ratio
| Ratios | Portfolio(Growth Strategy) | EM500 |
|---|---|---|
| PE Ratio | 25.38 | 21.93 |
| PB Ratio | 2.38 | 2.45 |
| Dividend Yield(%) | 0.86 | 1.82 |
| Sharpe Ratio | 1.7 | 0.7 |
| Drawdown | 18% | 40% |
Past Performance Comparison with EM500 (1 Year)
Past Performance Comparison with EM500 (3 Years)
