About Multi Asset Dynamic Portfolio

Multi Asset Dynamic Portfolio is a quant driven, trigger based tactical asset allocation strategy, which takes passive exposure to asset classes via Index Funds or ETFs to eliminate stock and sector selection risk, while focusing solely on asset allocation in order to drive superior absolute risk adjusted returns across economic and market cycles.
The strategy invests in Domestic & International Equities for growth, Gold & Liquid for Safety, and Corporate Bonds, GILT Securities and alternates for stability. The asset allocation is done by our Proprietary Quant models like Macrometer, Cyclometer, Monetary Meter, Global RORO, Sentimeter, Relative Value Meter, Momentum Meter, Technometer, Volatility meter, Inflation meter and Multi Factor Momentum.
Strategy
Tactical
Multi Asset
Allocation
Strategic Asset Allocation or Long only equity
Rebalancing
Trigger Based Rebalance
Periodic or judgment based rebalance
Instruments
Passive Investing through Index Funds or ETFs
Active Stock or Sector Selection
Decision Making
100% quant based
Prone to human, emotional & behavioural bias
Research Framework
Fundamental + Alternative + Technical processed using quantitative methods = Quantamental
Technical or Fundamental only
Focus
Balanced focus on risk management and return enhancement
Focus either on Risk mitigation or Return enhancement
Asset Type
Domestic + International Equity + Fixed Income + Gold
Exposure only to domestic stocks in long only equity funds
Performance
Performs across market cycles
Moves in-line with broader equity markets
Timing
Downside Protection + Upside Participation
Drawdowns in line with equity markets
Protection
Protects capital in bad years
Erodes capital during equity market crashes
Features of MADP
Asset Allocation
Matters the Most
Asset Allocation drives 91.5% of returns, while security selection and market timing contribute only 7% With our Multi Asset Approach, combine the power of equity and debt. Grow your wealth in equity and protect it with fixed income instruments.
Buy the Market,
Not the Stocks
We invest tactically across index funds and ETFs that represent the broader market instead of a basket of stocks, eliminating stock as well as sector concentration and selection risk
Performing across
Market Cycles
Being a dynamic multi asset strategy, it identifies opportunities across asset classes under different market and economic cycles and allocates accordingly
Quantamental
Framework
The strategy follows Quantamental investment framework based on Fundamental + Alternative + Quantitative + Technicals (FAQT) techniques to decide tactical rotation across asset classes.
7 Reasons to Invest in MADP

MADP provides accessibility and ease of Investing across multiple asset classes in one portfolio. It combines Stability (Corp bonds, gilt funds), safety (gold and liquid funds), growth (largecap, midcap and US equities), all bundled in one strategy. In addition to being a multi asset strategy, it follows tactical method of allocating among asset classes to take advantage of tactical opportunities in different asset at different time periods.

The strategy relies on the proprietary quantitative models to decide the allocations among asset classes, thus eliminating human emotions and biases.

The focus is on taking exposure to the right asset class at the right time rather than singling out specific securities and purchasing them independently. This is achieved via investing in low cost ETFs, some of which have expense ratio as low as 0.01%

Since the strategy invests in equity index ETFs, the risks associated with holding concentrated portfolio are reduced significantly. Additionally, the strategy invests in highly rated (AA and above) debt securities, thus eliminating credit and liquidity risks.

Our quantitative strategy protects your capital from market crashes but allows you to participate in trending asset classes by diversifying tactically across asset classes.

Our agile model indicates when to rebalance, depending upon market dynamics instead of a fixed time interval

The strategy provides exposure to some of the fastest growing and largest tech stocks via Nasdaq 100.S&P 500 brings geographical diversification and access to companies in the world’s largest economy. Dollar assets generate additional returns for the Indian investors.

Where we Invest?

Diversified multiasset investing through Index ETFs only to eliminate all stock and sector selection risk

Domestic Largecap
Equity
Nippon India Nifty Bees/ Nippon India Junior Bees
Domestic Midcap
Equity
Nippon India Nifty Midcap 150 ETF
International
Equities
Motilal Oswal Nasdaq 100 ETF/ Motilal Oswal S&P 500 Index fund
Gold
Nippon India Gold BEES
Government
Securities
Nippon India Long Term Gilt Fund/ ICICI Pru 10 year Constant Maturity Fund
Corporate
Bonds
Bharat Bond ETF/ HDFC Corporate bond Fund
Liquid
Funds
Nippon India Liquid BEES/ DSP Liquidity Fund
Our Strategy

Multi-Asset Dynamic Portfolio is our flagship quantitative investment strategy built after three years of extensive research and rigorous testing. MADP is a tactical asset allocation strategy built using our proprietary meter based models

01.Macrometer Identifies Domestic and Global Economic Cycles & Regimes
02.Monetary Meter Quantifies Global Interest Rate Cycles & Liquidity Regimes
03.Cyclometer Tracks Domestic & Global Equity Market Valuation Cycles
04.Relative Value Meter Measures Relative attractiveness of smallcaps vs large caps across Domestic & global equities
05.Global RORO Quantifies Global Financial Risk Appetite across asset classes
06.Sentimeter Quantifies Domestic & Global Equity Market Sentiments
07.Technometer Evaluates Technical Risk Reward for Domestic & Global Equities
08.Inflation Meter Forecasts domestic and global inflation.
09.Volatility Meter Captures Volatility based market Regimes
10.Multi Asset Momentum Captures Absolute & Relative Momentum across Asset Classes to capture trend
11.Multi Factor Momentum Absolute and relative trend across equity style factor indices
Resources
Newsletter
Our Team
Amisha Vora
Joint Managing Director Prabhudas Lilladher Group
CA She is one of the leading women entrepreneurs in India today. A highly-sought opinion maker in the equity markets, she regularly features on leading business channels such as CNBC and ET Now for her views and insights.
Nupur Patel
Principal Officer & Head PMS Sales & Marketing
M.Com Over 20+ years of senior management experience in financial markets with leading industry players. In depth understanding of equities, an exceptional communicator with consultative sales selling style.
Siddharth Vora
Fund Manager & Head Investment Strategy
CA, CFA, MSc (Management in Business Excellence), University of Warwick He leads the Multi Asset & Equity Quant Investment Strategies. He is a SEBI-registered Research Analyst and Investment Advisor.
RITIKA CHHABRA
Quant Portfolio Strategist Multi Asset Products
B.Tech Industrial Engineering, NIT Jalandhar, Masters in Economics, IGIDR, Mumbai She has an experience of 7 years in Capital Markets covering equities as well as debt markets. Previously, she has worked with HSBC Global Research as Equity Strategy Analyst covering emerging markets.
RUSHABH VARIA
Head of Quant Software Development
B.S. Computer Science - Georgia Institute of Technology Rushabh implemented the MADP strategy in python, automated the Quant Meters, strategy calls and allocations, and developed the MADP portal. He brings a wide range of full stack engineering and team leadership experience.
RAVIRAJ MEHTA
Associate-Investment Strategy in Quant Research and Products
Masters in Finance, NMIMS Mumbai Raviraj with his background in Physics, brings a blend of quant and finance knowledge for MADP development and research.
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Data Partners
Prabhudas Lilladher Private Limited.
3rd Floor, Sadhana House, 570, P.B. Marg, Worli, Mumbai 400018
info@plindia.com | www.plindia.com
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