MNC Momentum
Momentum Factor applied to universe of MNC listed companies in India.
Risk Level: High
Min Investment: ₹5 Lakhs
30 Days:
-4.17%
90 Days:
-4.55%
365 Days:
-0.23%
Annualised:
19.30%
Strategy Specifications
| Strategy Inception Date | Sept. 4, 2019 |
| Min Investment | ₹5 Lakhs |
| Strategy Type | Standalone Strategy |
| Asset Classes | Equity |
| Universes | Large Caps Multi Caps |
| Investment Styles | Momentum Thematic |
| Markets | India |
| Instruments | Equity |
| Rebalancing Frequency | Monthly |
| Volatility | High |
Strategy Description
The theory goes that multinational companies are better-run in terms of corporate governance, better stability in operational performance and strong balance sheets. If that theory is true, then as a universe MNCs should outperform broader markets with lower volatility over the long run. Our strategy tests this hypothesis by applying the momentum filter in order to choose what's popular.
Asset Allocation
Strategy Selection
| Category | Weight |
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