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.
- Quality by limiting the portfolio to only acceptable quality stocks in the Large + Mid cap universe
- Profitability in comparison with other companies, as it indicates company’s efficiency
- Relative Value by comparing the valuation with peers that pass the quality criteria
Key Information
| Acronym: | SIP |
| Inception Date: | October 2017 |
| AUM: | INR 108 Cr. |
| Benchmark: | S&P BSE 500 TRI |
| Number of Stocks: | ~30 |
| Time Horizon: | 12 Months |
| Minimum Investment: | 1 Cr. |
| Volatility: | Medium |
| Portfolio Turnover: | 20% - 40% |
| Risk Control: | Sector 20% (Max Weight) |
| Fixed Fee: | 0.5% |
| Hurdle Rate: | 10% |
| 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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Please check relative performance of other portfolio managers by clicking on this link
Note: The benchmark for the SIP is the S&P BSE 500 TRI. 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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