Multi Asset Dynamic Portfolio
21.66 CR AUM
Multi Asset Dynamic Portfolio
21.66 CR AUM

sandeep neema
Purpose
Multi Asset Dynamic Portfolio follows a systematic multi asset quant strategy designed to dynamically allocate capital across asset classes based on market conditions and macro signals. The strategy integrates the principles of right asset, right time and right factors through a rules based process to capture returns in favourable market environments and diversify risk during adverse phases. Asset allocation is determined using macro factor and equity strength models that allocate between domestic equities, international equities, gold and fixed income instruments. The portfolio invests in a 25 stock portfolio selected through a multi factor 360 strategy that evaluates quality, growth, momentum, macro themes, valuation, liquidity, volatility and size factors. Allocation decisions are reviewed weekly and the stock portfolio is reviewed monthly to maintain a disciplined and systematic process. During favourable risk environments the portfolio allocates to domestic and international equities including large cap, mid cap and small cap stocks, while defensive phases increase allocation towards gold and fixed income to diversify returns. The approach emphasises tactical asset allocation, sector rotation and style flexibility while focusing on superior fundamentals, sound valuations, strong technicals and disciplined risk management. The portfolio structure is diversified across asset classes and geographies with dynamic allocation driven by macro conditions and market signals. Sector agnostic. Market cap agnostic.
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