Leeds , UK

Quant based smallcase worth adding to your watchlist

Came across another smallcase that is free and has a very good track record.

ARQ Prime is a long-only equity portfolio

ARQ Prime recommends stocks for investment based on a set of rules, free from human intervention or human bias. In the world of investing – it is called “Smart Beta”. ARQ Prime adopts the time-tested and proven rules for investing in stocks. ARQ scans all types of stocks to pick Winners: Value stocks, Quality stocks, High Momentum stocks, and Growth stocks across the market cap.

Their CEO talks about this product in an interview for moneycontrol , it does a weekly rebalance so that may put off some of you but is performance has been really good

 

 

 

there is not much info on stock selection criteria most likely it’s proprietary and not open source, but given its performance, it’s most likely based on momentum strategies.

Their website claims that drawdown is smaller compared to markets

Its strong risk management system cuts the losses early and allows profits to be big, thereby maximizing profits and reducing drawdowns/losses

Using the smallcase graph we can verify it managed drawdown better than the index, even the recent dip in 2022. I think as free access this smallcase is worth tracking and I am adding it to my open scorecard

 

2 comments

  1. Rajat Banerjee says:

    At present this is the portfolio which will rebalance on Aug10, 2022. Min initial investment Rs. 40,269 and subsequent SIP of Rs. 9000/month, if anyone uses Monthly SIP option.
    Stocks & Weights
    Stocks & SegmentsWeightage (%)

    Industrial Machinery28.68

    AIA Engineering Ltd5.95
    Elgi Equipments Ltd7.51
    SKF India Ltd10.73
    Rolex Rings Ltd4.49

    Fertilizers & Agro Chemicals5.21
    Coromandel International Ltd5.21

    Stock Exchanges & Ratings7.98
    CRISIL Ltd7.98

    Private Banks8.30
    ICICI Bank Ltd8.31

    FMCG – Tobacco8.55
    ITC Ltd8.55

    Pharmaceuticals4.63
    J B Chemicals and Pharmaceuticals Ltd4.63

    FMCG – Household Products6.81
    Jyothy Labs Ltd6.81

    Cables6.73
    KEI Industries Ltd6.73

    Four Wheelers6.32
    Mahindra and Mahindra Ltd6.33

    Consumer Finance6.32
    Mahindra and Mahindra Financial Services Ltd6.33

    Insurance6.31
    SBI Life Insurance Company Ltd6.31

    Specialty Chemicals4.09
    Supreme Petrochem Ltd4.08

    Segment Composition
    Industrial Machinery
    Fertilizers & Agro Chemicals
    Stock Exchanges & Ratings
    Private Banks
    FMCG – Tobacco
    Pharmaceuticals
    FMCG – Household Products
    Cables
    Four Wheelers
    Consumer Finance
    Insurance
    Specialty Chemicals
    You can edit stocks & weights before investing

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