Long Alpha

Algorithmic investment and execution offerings

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)

Product Characteristics

Product Structure

Discretionary PMS

Nature of Product

Long only

Instruments

S&P BSE 500 Equities

Liquidity

T + 5 days

Risk / Return

Expected Return

Nifty 50 + 5% Net of Fees & Expense

Expected Sharpe

2.5

Expected Max Drawdown

20%, crest to trough [2009 - 2019]

Key Risks

Market risk, Operational risk

Leverage

No leverage

Investment Amount

INR 1 Crore

Gross Return Series

Moonbeam.in

Fund Performance Metrics

Measure Since Inception
(Sep ‘18)
Since Revamp
(May‘19)
12 Months 6 months 3 months 1 month
Gross Return 31.97% 52.46% 45.83% 46.63% 25.81% 10.79%
Excess Return over Nifty 50 29.86% 52.49% 42.26% 11.24% 15.18% 12.02%
Excess Return over S&P BSE 500 34.20% 50.26% 38.82% 8.88% 13.95% 11.05%
Active Return (Annualized) 14.33% 37.05% 42.26% 22.48% 60.74% 144.23%
Standard Deviation (Annualized) 19.83% 20.70% 21.28% 14.97% 9.57% 21.28%
Sharpe Ratio (Annualized) 0.50 1.33 1.70 5.12 9.66 5.93

Want to know more about quant based investments.

All investment are subject to market risk. Please read the offer document thoroughly. To learn more contact us.