M A D P – Multi Asset Dynamic Portfolio

The Low Risk, All-Weather Strategy to Wealth Creation

Fund Snapshot

Particulars	Details
Strategy Type	Rules-driven, ETF-based Multi Asset PMS
Investment Style	Dynamic Asset Allocation
Core Asset Classes	Equity, Gold, Fixed Income (Debt)
Investment Objective	Consistent returns with lower volatility through dynamic allocation
Investment Framework	Quant-Based Multifactor Allocation
Rebalancing Style	Systematic & Objective
Risk Management	Regime-aware allocation with strategic hedging
Portfolio Structure	ETF-only allocation
Market Approach	Risk-On & Risk-Off adaptive
Key Philosophy	Right Asset • Right Time • Right Factors
Benchmark Orientation	Multi-asset tactical allocation
Alpha Generation	Through timing, allocation & factor integration
Strategy Nature	All-weather, low-risk wealth creation strategy

Fund Overview

MADP (Multi Asset Dynamic Portfolio) is a rules-driven, ETF-based all-weather PMS strategy designed to dynamically allocate capital across Equity, Gold and Fixed Income depending on market conditions. The strategy aims to:

• Deliver consistent returns with lower volatility
• Protect capital during unfavorable phases
• Capture upside during favorable market environments
• Reduce emotional and behavioral investing biases
• Generate sustained alpha using systematic rebalancing

The portfolio continuously adapts to:

• Market cycles
• Liquidity conditions
• Macroeconomic trends
• Sentiment shifts
• Risk environments
• Monetary dynamics

MADP uses Quant-based rebalancing instead of traditional buy-and-hold investing.

Fund Philosophy

No Single Asset Class Performs Well Across Market Cycles

Multi-asset investing is essential because every asset class performs differently during different market regimes.

MADP Integrates Three Core Drivers

Component	Importance
Right Asset	Drives performance by 91%*
Right Time	Enhances alpha generation & risk management
Right Factors	Enhances performance by 80%^

Key Beliefs

Principle	Explanation
Right Asset at Right Time	Better than holding one asset continuously
Systematic Rebalancing	Superior to emotionally driven buy & hold
Multifactor Investing	Better than relying on a single factor
Dynamic Allocation	Helps adapt to changing market cycles

 

Phases of Wealth Creation

Avoiding Losses (Defensive)	Capturing Gains (Aggressive)
Protection Phase	Participation Phase
Diversify Risk	Generate Returns
Low Risk Assets	High Return Assets

Favorable Conditions Monitored by MADP

• Favourable Value
• Favourable Trend
• Favourable Macros
• Favourable Sentiment
• Favourable Risk Environments
• Favourable Monetary Dynamics

Asset Allocation Framework

Asset Class	Purpose	When	Regime	Where
Fixed Income	Protect capital and provide stability	Risk-off phase & bear market	Growth slowdown and recession periods	Liquid and Bond ETF
Gold	Hedging, diversifying equity risk	Volatile markets, risk-off phase & equity bear market	Global risk-off, inflation & weak sentiments	Gold ETF
Domestic Equity	Generate Alpha	Risk-on phases & bull market	Liquidity & Economic Expansion	Large, Mid & Small Cap ETFs

Long-Term Mission of MADP

• Beat Inflation
• Beat Nifty Buy & Hold
• Beat Gold Buy & Hold
• Beat FD Rates

Core Principles of MADP

MARVEL Investment Framework

MADP follows the MARVEL Framework — a disciplined, data-driven investment process designed to navigate changing market regimes.

Framework Component	Description
M – Macro Environment	Economic cycle, growth signals and monetary policy
A – Absolute and Relative Trend	Price momentum and cross-asset trend signals
R – Risk Regime & Sentiment	Market fear, volatility and investor positioning
V – Equity Style Factors	Value, growth, quality, momentum and low-vol tilts
E – Valuations	Relative and absolute valuations across asset classes
L – Liquidity and Monetary Regime	Credit conditions, FII flows and central bank actions

Proprietary Multifactor Allocation Process

Process Stage	Description
Market Regime Identification	Macro and liquidity factors assess growth, inflation and liquidity conditions
Asset Identification	Value and trend factors identify attractive asset classes
Portfolio Construction	Allocation across equities, global assets, gold and liquid instruments
Risk Assessment	Exposure adjusted based on volatility, sentiment and stability
Monitoring & Rebalance	Continuous monitoring and timely rebalancing

SMART Investment Philosophy

SMART Framework	Explanation
Systematic Design	Rules-based approach eliminating emotional and behavioral biases
Measurable Performance	Rigorously tested across market cycles
Adaptive Models	Dynamically respond to changing market environments
Repeatable Alpha	Objective and unconstrained processes
Transparent Attribution	Data-driven multifactor framework

Multilayer Risk Management

Risk Layer	Key Benefit	Details
Dynamic Rebalancing & Exposure Cap	Controlled Portfolio Risk	Allocation bands prevent excessive risk build-up
Multi-Asset Diversification	Reduced Concentration Risk	Exposure across uncorrelated asset classes
ETF-Based Allocation	No Idiosyncratic Risk	Eliminates individual stock-specific risk
Systematic Rule-Based Framework	No Key-Man Risk	Quant-driven allocation process
Strategic Hedging	Drawdown Risk Mitigation	Gold and defensive sleeves act as natural hedge
Liquidity & Execution Discipline	High Liquidity Allocation	Efficient execution and timely adjustments

Why Choose MADP

Key Advantage	Details
Tactical Asset Allocation Strategy	Captures upside and protects downside
Diversified Portfolio	Exposure across Fixed Income, Precious Metals, Domestic & International Equities
Multi-Factor Quant Model	Uses macros, liquidity, trend, risk, valuations and sentiment
Sustainable Outperformance	Designed for superior long-term returns
Adaptive Across Risk-On/Risk-Off Phases	Defensive during stress, aggressive during opportunity
Superior Returns with Lower Volatility	Targets inflation-beating returns with lower volatility
Rule Based Discipline	No fund manager discretion

Risk Profile

Metric	Value
Standard Deviation	10.44%
Sharpe Ratio	0.39
Sortino Ratio	0.44
Beta	1.12
Max Drawdown	-14.60%

Holdings & 1M Returns

Holdings	1M Returns
SMALL 250 MOM QUAL 100	17.04%
JUNIORBEES	15.48%
MIDSMALL 400 MOM QUAL 100	15.28%
NIFTY MIDCAP 150	13.53%
NIFTYBEES	7.33%
GOLDBEES	1.85%

Fund Allocation

Asset Allocation	Weight
Large Cap	36% (0%)
Gold	28% (-2%)
Mid Cap	15% (+0%)
Small Cap	21% (+2%)

Sector Wise Holdings

Segment	Allocation Focus
Large Cap ETFs	Domestic Equity Exposure
Mid Cap ETFs	Growth Participation
Small Cap ETFs	High Alpha Potential
Gold ETFs	Hedge & Diversification
Liquid & Bond ETFs	Stability & Capital Protection

Market Understanding Behind MADP

Observation	Insight
Markets move in cycles	Different assets outperform in different phases
PL Capital recognized this early	Tactical allocation improves long-term consistency
Each asset leads differently	Dynamic allocation becomes critical

Strategic Objective of MADP

MADP aims to generate:

• Healthy long-term returns
• Lower portfolio volatility
• Better downside protection
• Inflation-beating wealth creation
• Consistent risk-adjusted performance

The strategy combines:

• Tactical Asset Allocation
• Quant-based signals
• Multi-factor investing
• ETF diversification
• Systematic risk management
• Dynamic rebalancing

All within a disciplined, rules-based framework designed to adapt across every market cycle.

Invest Smarter with AIFs & PMS

AltPort Funds can help you move past typical investments into AIFs and PMS. These are for folks who want more control, info, and strategies for their cash. AIFs and PMS let you invest in unique areas, use specific plans, and get advice from fund experts, so you can purposefully grow your wealth. We'll make sure you understand everything, so your investments match what you want to achieve and the risks you're okay with. It's about putting your money where it counts.

Need a full fund performance report? Get connected to us and we will provide for you!

Book a free 30 min call here!