Market cap and sector rotation – Asset allocation strategy
Portfolio Performance as on 31 Oct 2025:
| Portfolio Performance – PriceBridge Honeycomb (ETF) | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| 1 Month | 4.17 % | 4.62 % |
| 3 Month | 7.99 % | 4.15 % |
| 6 Month | 13.87 % | 6.69 % |
| 1 Year | 9.99 % | 7.59 % |
| 2 Year | 19.99 % | 17.52 % |
| SI | 16.53 % | 15.45 % |
| Returns over 1 year period are annualized. | ||
| Returns are adjusted for inflows/outflows. | ||
| Portfolio Ratio – PriceBridge Honeycomb (ETF) | ||
|---|---|---|
| Period | Portfolio | NIFTY50(TRI) |
| Downside Risk – Semi Deviation | 2.34 % | 2.36 % |
| Sharpe Ratio | 1.47 % | 1.30 % |
| CAPM Beta | 0.84 % | 1.00 % |
| Treynor | 18.63 % | 14.73 % |
| Jensen’s Alpha | 3.26 % | 0.00 % |
| M – Squared | 16.62 % | 14.73 % |
- Timemap leads us into insight of risk: reward, thus dynamic asset allocation calls are taken primarily across debt, equity and gold as asset classes from a medium term market trend perspective
- Based on TimeMap and PriceBridge proprietary quantitative models exposure management and rotation is done based on risk reward opportunity across market cap and sectors
- ETFs are low cost passive instruments which allow intraday captures thus over a long term giving further advantage over index funds, the costs saved and captures made add up to further alpha
- Across an entire market cycle objective is to reduce risk and deliver risk adjusted market returns