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.
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% |