Market cap and sector rotation – Asset allocation strategy
Portfolio Performance as on 31 Aug 2025:
| Portfolio Performance – PriceBridge Honeycomb (ETF) | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| 1 Month | -0.52 % | -1.21 % |
| 3 Month | 1.12 % | -0.71 % |
| 6 Month | 13.72 % | 11.33 % |
| 1 Year | -0.92 % | -2.01 % |
| 2 Year | 14.52 % | 14.00 % |
| SI | 14.02 % | 14.18 % |
| Returns over 1 year period are annualized. | ||
| Returns are adjusted for inflows/outflows. | ||
| Portfolio Ratio – PriceBridge Honeycomb (ETF) | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| Downside Risk – Semi Deviation | 2.32 % | 2.38 % |
| Sharpe Ratio | 1.27 % | 1.19 % |
| CAPM Beta | 0.84 % | 1.00 % |
| Treynor | 15.98 % | 13.63 % |
| Jensen’s Alpha | 1.97 % | 0.00 % |
| M – Squared | 14.48 % | 13.63 % |
- Timemap leads us into insight of risk: reward, thus dynamic asset allocation calls are taken primarily across debt, equity and gold as asset classes from a medium term market trend perspective
- Based on TimeMap and PriceBridge proprietary quantitative models exposure management and rotation is done based on risk reward opportunity across market cap and sectors
- ETFs are low cost passive instruments which allow intraday captures thus over a long term giving further advantage over index funds, the costs saved and captures made add up to further alpha
- Across an entire market cycle objective is to reduce risk and deliver risk adjusted market returns