Our Strategies

Sankhya India Portfolio

Overview

The Sankhya India Portfolio strategy is a Large-Mid Quant strategy that aims to invest in a group of companies that are poised for outperformance. The strategy is the outcome of years of internal quantitative back testing and rigorous research into the metrics and data points that correlate with financial performance. After testing 120+ quantitative strategies, we concluded on one that combines aggressive returns and conservative risk.

Investment Process

The Sankhya India Portfolio strategy employs a quantitative stock selection process which systematically selects the highest probable winners over the next one-year period based on risk and return parameters. After weeding out bad quality companies from Large & Mid cap universe excluding Financials and Utilities sector, the strategy invests equally in the top 30 companies with the best combination of profitability and value. The portfolio is rebalanced annually, with the prevailing portfolio at that time. The Sankhya logic combines three qualities that are essential for long-term investors.

  1. Quality by limiting the portfolio to only acceptable quality stocks in the Large + Mid cap universe
  2. Profitability in comparison with other companies, as it indicates company’s efficiency
  3. Relative Value by comparing the valuation with peers that pass the quality criteria

Key Information

Acronym: SIP
Inception Date: October 2017
AUM: INR 30+ Cr.
Benchmark: BSE 500
Number of Stocks: ~30
Time Horizon: 12 Months
Minimum Investment: 1 Cr.
Volatility: Medium
Portfolio Turnover: 30% - 50%
Risk Control: Sector 20% (Max Weight)
Fixed Fee: 0.5%
Hurdle Rate: 6.5%
Performance Fee: 15%

Why Invest in the Sankhya India Portfolio?

The Sankhya India Portfolio offers clients a unique opportunity to invest in a technological, data-driven, and unbiased investment strategy. The portfolio is Multi-Act’s only PMS strategy that is designed to be fully invested at all times, which exemplifies the quantitative rigour and confidence in the strategy’s investment philosophy.

Performance of Rs. 100 Invested at Inception

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Note: The benchmark for the SIP is the BSE 500 Index. Benchmark performance is calculated using Total Return Indices. The returns above are consolidated for all clients, time weighted and cashflow adjusted after all expenses including PMS management and performance fees. The actual returns of clients may differ from client to client due to different portfolio and timing of investment. Past performance is no guarantee for future performance.

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Current complaints

Data for the month ending-April, 2022

Complaints status
Sr. No. Received from Pending at the end of last month Received Resolved* Total Pending # Pending complaints >3months Average Resolution time^ (in days)
1 Directly from Investors 0 0 0 0 0 0
2 SEBI (SCORES) 0 0 0 0 0 0
3 Other Sources
(if any)
0 0 0 0 0 0
Grand Total 0 0 0 0 0 0
^ Average Resolution time is the sum total of time taken to resolve each complaint in days, in the current month divided by total number of complaints resolved in the current month.

Trend of Monthly Disposal of Complaints

Sr. No. Month Carried forward from previous month Received Resolved* Pending#
1 April 2022 0 0 0 0
Grand Total
0
0
0
0
*Inclusive of complaints of previous months resolved in the current month. #Inclusive of complaints pending as on the last day of the month.

Trend of Annual Disposal of Complaints

Sr. No. Year Carried forward from previous year Received Resolved* Pending#
1 2019-20 0 0 0 0
2 2020-21 0 0 0 0
3 2021-22 0 0 0 0
Grand Total 0 0 0 0
*Inclusive of complaints of previous months resolved in the current month. #Inclusive of complaints pending as on the last day of the year.