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ASK Index Plus Fund
Fund Snapshot
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Fee Structure
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Fund positioning
An ideal alternative for investors with allocations to passive large-cap index funds and ETFs as well as large Cap oriented active Funds. This fund overlays a Quantitative long- short edge on long-only factor investing. Designed to achieve reduced drawdowns and lower correlation to the benchmark, while outperforming the Nifty. The target is to generate an average net alpha (post fees and tax) of ~3% over the Nifty 50 Index on an annualized basis.
The strategy aims to generate superior risk-adjusted returns over Nifty with reduced drawdowns and lower correlation to Benchmark.
Unlock smarter portfolio performance with AltPort’s analytical and disciplined approach.
Long-Only Portfolio
- Multi-factor Index model
- Provides Equity exposure
- Up to 100% long-only exposure
Active Long-Short Portfolio
- Rule-based approach with uncorrelated strategies.
- Provides active alpha.
- Up to 100% long-short exposure
Index Plus Fund
- Intends to outperform benchmark across a market cycle
- Better risk-adjusted performance
- Equity upside with better downside mitigation
Portfolio construct
- ~ 15% of the capital is allocated to take levered exposure in the portfolio through index derivatives, with a primary emphasis on the Nifty 50 Index, Bank Nifty Index, Nifty Midcap Select Index, Sensex Index, and Nifty Financial Services.
- Exposures range from -100% to +100%
- Employs a trend-following strategy, utilizing uncorrelated systematic models for portfolio construction.
Quant Long-Short Portfolio Construction
Combine up to 25 diversified strategies, which are a mix of momentum, mean-reversion and pattern recognition with varying trade duration (i.e., holding periods) and different lookback periods (ranging from 2 to 200 days)
- Mix of Active/Passive Trend-Following Models
- Objective: To capture short- and medium-term trends in underlying equity markets
- Description: Long and short positions on listed liquid equity indices, mainly using futures
- Data Used: Price and price derivatives
- Risk control: Different signals across time frames, with defined stop losses
- Average trade duration: 8-12 days
- Average gross exposure: 40-50%
- Average net exposure: 15-20%
Long-short portfolio construction process
STEP 01 >100 models
- Testing more than 100 models based on idea generation from Proprietary research as well as global academic journals and working papers
- Models are based on momentum, pattern recognition & mean reversion
STEP 02 ~30 – 50 models
Eliminate models:
- Lacks global consistency
- Fail to perform in liquid markets
- Highly correlated returns
- Highly correlated losses
Include models:
- Time Diversification
STEP 03 25 models
- Optimize to maximize MAR Ratio (MAR=Annualized Returns/Max Drawdown)
- Models have in-built stop-loss limits
Semi-Annual Review and Inclusion of New Research.
Avail Precision-Led Portfolio Building
At AltPort, we don’t believe in shortcuts. Our seasoned experts bring cycle-tested experience, a rigorous selection process, and a commitment to scrutinizing every opportunity. We craft portfolios that genuinely align with your goals, not generic templates. Whether the markets stay calm or turn unpredictable, we guide you with clarity and discipline. If you want a portfolio built with purpose and consistency, we’re here to lead the way.
