About Company
Right Horizons Portfolio Management Private Limited
Right Horizons is a prominent, fee-based wealth management and investment advisory firm established in 2003. With over two decades of experience, the firm provides end-to-end financial services, including Portfolio Management Services (PMS), financial planning, private wealth management, and family office solutions.
Fund Snapshot
| Parameter | Details |
| Strategy Name | Equity |
| Product Name | Equity |
| PMS Provider | Right Horizons Portfolio Management Pvt Ltd |
| Benchmark | BSE 500 TRI |
| Date of Inception | March 31, 2026 |
| Fund Age | 2 Months |
| Asset Under Management (AUM) | ₹0.00 Crores (Newly Launched) |
| Minimum Investment Amount | ₹50,00,000 (₹50 Lakhs) |
| Fixed / Variable Fees | Standard structural terms apply (NA) |
| Exit Load | Determined by holding block duration (NA) |
Fund Purpose
The primary investment objective of the RHPMPL Dynamic Quant Portfolio is to generate superior, long-term capital appreciation through a systematic, model-driven investment framework focused on Indian listed securities. By relying heavily on objective, algorithmic workflows, the strategy dynamically pivots across large-cap, mid-cap, and small-cap segments while adjusting sector and style weightings. This programmatic allocation operates on real-time, proprietary quantitative signals—integrating factors such as core valuation gaps, price momentum, asset liquidity, and algorithmic risk controls to optimize the risk-return spectrum.
Fund Philosophy
Systematic and Rules-Based Execution
The core of the strategy is built around removing human emotional bias from capital allocation. Every trade decision, portfolio addition, or exit trigger is driven by a programmatic mathematical model, ensuring strict adherence to underlying rules even during times of market panic or irrational exuberance.
Multi-Factor Core Modeling Universe
The portfolio screens companies through several data filters at once, balancing value and momentum. It actively seeks out businesses that show strong price velocity and operational health, while verifying that underlying liquidity is sufficient to handle large position shifts without high impact costs.
Dynamic Style and Market-Cap Agnosticism
Market cycles cycle through phases favoring large-cap defensive positions or high-beta mid and small-caps. This strategy is built without rigid asset-class buckets, allowing it to fluidly move where quantitative data signals the strongest risk-adjusted alpha generation potential across the capitalization spectrum.
Integrated Algorithmic Risk Architectures
Preserving capital during macro drawdowns is just as critical as capturing upside performance. The investment model runs continuous risk-control overlays, monitoring systemic market beta and individual stock volatility to scale down portfolio exposure before significant structural downside occurs.
Structural Data-Driven Evolution
The strategy avoids static fundamental predictions, relying instead on continuous data inputs. By evaluating macro indicators, company financial tracking metrics, and historical trend deviations, the quantitative engine updates its active positioning to match the ongoing structural realities of the Indian economy.
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RHPMPL DYNAMIC QUANT PORTFOLIO
Benchmark: BSE 500 TRI
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Right Horizons Portfolio Management Pvt Ltd
| AUM(Cr.) | 1M | 3M | 6M | 1Y | 2Y | 3Y | 4Y | 5Y | Ince. | |
| Performance | NA | 0.00 | 0.00 | NA | NA | NA | NA | NA | NA | 0.00 |
| Benchmark | NA | 0.00 | 0.00 | NA | NA | NA | NA | NA | NA | 0.00 |
Learn about the experienced fund managers responsible for investment decisions, portfolio strategy, and long-term fund performance.
Anil Rego
Mr. Anil Rego is a respected Investment Expert, Businessperson, and Writer. In 2003, he established the Right Horizons Group and presently serves as the CIO of Right Horizons PMS and Fund Manager for specific schemes. With more than thirty years of experience, Anil is a trailblazer in the Contrarian approach to investing. He utilizes his deep understanding of market cycles to achieve better risk-adjusted returns via a systematic investment approach. With his guidance, the PMS programs overseen by Right Horizons have reliably been classified as top performers in recent years. Before embarking on his entrepreneurial path with Right Horizons, he earned his CFA/MBA from ICFAI, which deepened his knowledge in the financial sector. Anil was employed in Wipro Technologies' Finance Department, specializing in Business Planning and Mergers & Acquisitions. Anil, well-respected and esteemed in the personal finance sector, is celebrated for his profound insights and vast expertise. He is often cited in top print magazines and writes articles on diverse financial subjects. Additionally, Anil is a renowned specialist and frequently called upon to present his insights on prominent business networks like ET Now and CNBC TV18.
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This strategy is an entirely new addition to the manager's lineup, having achieved its official inception on March 31, 2026. Because it is in its initial post-launch rollout phase, seed capital allocations and early client pool onboardings are still being structurally aggregated under the portfolio umbrella.
The proprietary quantitative model evaluates companies across several key data points. It analyzes valuation ratios relative to historic ranges, relative price momentum strengths, market capitalization volumes, operational balance sheet health, and micro-liquidity levels to determine entry and exit points.
The strategy is explicitly designed with a flexible multi-cap mandate. Because the quantitative signals drive the allocation framework, the portfolio can heavily tilt toward mid-caps or small-caps when momentum metrics spike, or seek shelter in large-caps during broader economic contractions.
The S&P BSE 500 Total Returns Index (TRI) accounts for more than 90% of the total listed market capitalization on the Bombay Stock Exchange. By benching against this wide index, the portfolio measures its performance against the full spectrum of mega, large, mid, and small businesses in India.
Quant strategies rely on systematic risk management rules rather than human discretion. When the market shows extreme structural stress, the model's volatility tracking and downside risk gates are designed to trigger automated stop-losses or shift capital to cash or defensive positions.
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