Adaptive multifactor strategy that realigns with changing market conditions
Investment Rationale
ViniyogIndia® offers model portfolios based on Quantitative Factor based strategies. Factors are quantitative attributes that can be used to explain asset returns.
Mathematically, if we try to model portfolio returns as a liner multivariate function, then factors represent the independent or explanatory variables of that function.
Factor strategies have been extensively researched globally as well as in India. ViniyogIndia®’s factor portfolios use a combination of factors that are proven to work well in the Indian markets.
ViniyogIndia🦎Chameleon uses an adaptive multifactor strategy where the factor blend is automatically realigned towards the best performing factor mix. This addresses the problem of factor cyclicality that causes periodic underperformance of individual factors.
- Portfolio of approx. 20 stocks and ETFs selected from the NSE universe.
- Factor allocation is automatically realigned to optimize risk adjusted returns
- Liquidity filter to remove low volume | turnover stocks.
