Long Alpha It's a directional strategy that aims to consistently outperform the benchmark equity index while maintaining low volatility. It is a quantitatively managed fund that implements a systematic rule-based trading model to remove human subjectivity. The strategy takes data from the market as input and identifies investible businesses from S&P BSE 500 universe using a combination of technical and fundamental factors based on which the position is built in the top ranked stocks. The capital is always invested in our equity portfolio optimized for risk rated returns. The portfolio is regularly re-evaluated and rebalanced. This product has equity index (e.g. Nifty50) kind of risk with a much superior expectation of returns.
Excess return over NIFTY 50: 52.46% (May'19 to Sep20)
S&P BSE 500 Equities
T + 5 days
Nifty 50 + 5% Net of Fees & Expense
20%, crest to trough [2009 - 2019]
Market risk, Operational risk
INR 1 Crore