India's First and Only Style Agnostic and Style Adaptive Equity PMS Strategy.
Harness the power of a state-of-the-art Quant-Based Long-Only Equity PMS Strategy, built on the pillars of a rules-based, repeatable, data-driven investment process.
India's first style-agnostic strategy that dynamically changes its style to adapt to the prevailing investment regime.
AQUA showcases the potential of Quant Investing in generating consistent and sustainable alpha in the dynamic and everchanging equity market landscape. Unlike traditional strategies fixated on one investment style, AQUA recognizes that no single style works in all market conditions and it seamlessly adapts to changing market cycles and investment regimes.
Inspired by the adaptability of water, AQUA remains highly adaptive in its investment portfolio allocations. It can adjust its asset, size, style, sector and factor mix to stay aligned to the changing market and macro regimes. By doing so, it ensures that the investment is made in the right place at the right time which helps maximize returns while managing risks and ensuring consistent performance across market cycles.
Enhances performance
by 73%^
Enhances performance
by 80%^
Drives 91%* of
performance
Enhances alpha generation
& risk management
Enhances performance
by 69%^
Source: ^PL, *Brinson, Hood, Beebower. “Determinants of Portfolio Performance”. Financial Analysts Journal. July-August 1986;
Brinson, Singer, Beetbower. “Determinants of Portfolio Performance II: An Update”. Financial Analysts Journal. May-June 1991.
In this dynamic and interconnected world with smart phones, smart TVs, smart cars and smart homes, we bring to you smart investment strategies. These strategies are designed to eliminate emotional and behavioral biases, undergo rigorous performance testing, adapt to changes dynamically, and rely on data-driven frameworks for improved reliability and superior performance.
PL’s foray into Quant can be attributed to its core belief - “You can trust it, only if you can test it”, which helps us build truly sophisticated, systematic, highly differentiated and rigorously tested investment strategies for our investors. We have created 25+ Proprietary Factors, using 1000+ Indicators, and tested 7500+ strategies to create an all-weather investment strategy that is not hindered by any biases and limitations.
Market-Cap Bias
Style Focus
Portfolio Volatility
Weightage of Sectors and Themes
Fundamental Evaluation
Fund Manager’s Biases
Valuation Analysis
Timing your Entry & Exits
Liquidity
Depending only on Benchmark Weighting
At the heart of AQUA’s investment strategy lies the 6S Framework, which acts as the base on which investment decisions are made. We consider macro and market conditions to adjust our asset class mix, style tilt, sectoral allocations, and stock selection. This contributes to systematic and sustainable alpha generation as well as effective risk management.
Fund Manager & Head Quant Investment Strategies - PL PMS
SEBI - registered Research Analyst, Investment Advisor, Portfolio Manager & Principal Officer. A CA, CFA and an MSc (Management in Business Excellence) from the University of Warwick, UK,Equity strategy refers to a strategy in which the investment is made only in stocks i.e. equities. AQUA is a Quantamental flexicap equity PMS strategy designed by PL’s in-house PMS team. It is benchmark-agnostic and provides dynamically diversified exposure across the market spectrum. AQUA invests in a diversified investible universe of 300 liquid stocks with superior fundamentals out of top 500 stocks by market capitalisation.
A long-only equity strategy is an investment approach focused on buying stocks with the expectation that their value will increase over time. It involves investing in stocks for the long term without engaging in short-selling or other strategies that profit from declining stock prices. AQUA builds a diversified portfolio with unbiased equal weighting methodology. This eliminates key stock concentration risk, enabling granular and repeatable returns at portfolio level.
Picking stocks based on fundamentals involves analysing a company's financial data, such as its revenue, earnings, balance sheet, and cash flow, to assess its underlying value and potential for future growth. AQUA blends the diverse sciences of fundamentals, technicals, valuations, macros and alternative data analytics using quant methods to create an unbiased 100% systems and rules-based strategy. It invests in a diversified investable universe of 300 liquid stocks with superior fundamentals.
AQUA strategy is suited for investors with moderate to aggressive risk appetite. It can a valuable tool for investors who are looking to invest in specialised portfolios, which are more concentrated than broader markets, yet diversified enough to manage risk. It thus provides a unique investment solution beyond the traditionally managed portfolios. As per SEBI guidelines, the minimum investment amount is ₹50 lakh.
AQUA is a flexicap equity PMS. It is adaptive, quantitative (data-driven), unbiased, and alpha-focused. It also integrates diverse analytical sciences, including macroeconomics, sectoral analysis, fundamental factors, valuations, technical indicators, and risk analysis. This confluence of techniques forms what we call a "quantamental" strategy, meticulously designed to offer a holistic approach to investment.
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/Prabhudas Lilladher
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