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An open-ended equity scheme following a quantitative investment theme
An active factor-based strategy that blends predictive modelling with our investment research expertise & capabilities. At its core lies the Factor Allocation Model, which dynamically allocates weight to four key investment factors: Momentum, Low Volatility, Quality, and Value. These factors not only represent distinct strategies but also synergize to create a balanced and adaptive investment approach.
1% if redeemed/ switched-out within 90 days from the date of allotment; Nil thereafter
SIP, SWP, STRIP, Flexi STRIP
IIA
The scheme shall seek to generate long term capital appreciation by investing in equity and equity related instruments by following a quantitative investment theme.
However, there is no guarantee or assurance that the investment objective of the scheme will be achieved.
• Integrated Investment Approach - Blend of quantitative modelling and investment research expertise
• Flexibility and Adaptability - Dynamic allocation to factors based on Factor Allocation Model
• Aims to generate Alpha across market cycles relative to broad market index
• Risk mitigation through size & liquidity filters along with adherence to corporate governance standards, fundamental risk checks, and prudential investment norms
The product is suitable for investors who are seeking*:
• Long term capital appreciation
• Investments predominantly following a quantitative investment theme
* Investors should consult their financial advisers if in doubt about whether the product is suitable for them.
Product labelling assigned during the New Fund Offer (NFO) is based on internal assessment of the scheme characteristics or model portfolio and the same may vary post NFO when the actual investments are made.
- Investors with a High-risk appetite
- Interested to take exposure in active factor strategy
- Seeking long term capital growth
- Value: Selects companies through value filters, such as P/E, P/B, P/S, dividend yield, to determine the intrinsic value of the companies.
- Momentum: Investing in securities that captures recent trends in movements of stock prices. The underlying belief is prices reflect all available knowledge about the company & ability to generate returns for investors.
- Quality: Investing in companies based on quality filters like ROE, Financial leverage, EPS growth variability. The underlying belief is quality companies have superior potential to create economic value.
- Low Volatility: Investing in securities with lower price volatility, which further reflects the strength of their business fundamentals & ability to generate economic value.
At the portfolio level, the fund adheres to the following prudential norms to ensure diversification and risk management:
Sectoral Allocation: The fund limits its exposure to any sector to the lower of 40% or the benchmark weight plus an additional 20%.
Stock Allocation: For individual stocks, the fund sets limits at the higher of 10% or the benchmark weight. Stocks that are not part of the benchmark index are capped at 5% of the portfolio.
Top 10 Holdings: The combined weight of the top 10 holdings in the portfolio is restricted to a maximum of 60%.
Portfolio Composition: The overall portfolio is designed to consist of between 50 and 100 stocks, ensuring adequate diversification.
These norms are structured to optimize returns while managing concentration risks and ensuring a balanced approach to sector and stock exposure.
Yes, we have ability to develop predictive models. Over the last few years, we have successfully used predictive models to determine asset allocation dynamically.
- Easy online investment
- More diversification, less concentration
- No entry load
- Balanced and adaptive investment approach
- Convenient investing through SIP
- Only 1% Exit Load if redeemed/switched-out within 90 days from the date of allotment; Nil thereafter