Market cap and sector rotation – Asset allocation strategy
Portfolio Performance as on 28 February 2025:
| Portfolio Performance – PriceBridge Honeycomb (ETF) | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| 1 Month | -6.50 % | -5.79 % |
| 3 Month | -10.86 % | -8.10 % |
| 6 Month | -12.87 % | -11.98 % |
| 1 Year | 1.01 % | 1.89 % |
| 2 Year | 13.00 % | 14.41 % |
| Returns over 1 year period are annualized. | ||
| Returns are adjusted for inflows/outflows. | ||
| Portfolio Performance – PriceBridge Honeycomb (ETF) | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| Downside Risk – Semi Deviation | 2.35 % | 2.39 % |
| Sharpe Ratio | 0.99 % | 1.01 % |
| M – Squared | 11.42 % | 11.65 % |
| CAPM Beta | 0.82 % | 1 % |
| Treynor | 12.65 % | 11.65 % |
| Jensen’s Alpha | 0.82 % | 0 % |
- 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