Edelweiss Nifty500 Multicap Momentum Quality 50 presentation.pdf
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Oct 09, 2024
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About This Presentation
Momentum
Slide Content
Multi Cap Fund with the power of Multi Factor
Source: ACE MF, NSE. Data as on 31
st
Aug 2024. FF -Free Float
Plain Vanilla Index
Nifty 500
Multi Factor Index
Nifty500 Multicap
Momentum Quality 50
Momentum Quality
Plain Vanilla Index
Nifty 50
M-cap Weight
Large Cap ~75%
Mid Cap ~17%
Small Cap ~ 8%
FF M-cap Weight
Large Cap 100%
Factor score +
FF M-cap Weight
Large Cap ~48%
Mid Cap ~39%
Small Cap ~ 13%
Represent broad market segment Index with Quality Momentum stocks
across market cap
Source: ACE MF, NSE. Data as on 31
st
Aug 2024. FF -Free Float
Plain Vanilla Index
Nifty 500
Multi Factor Index
Nifty500 Multicap
Momentum Quality 50
Momentum Quality
Plain Vanilla Index
Nifty 50
M-cap Weight
Large Cap ~75%
Mid Cap ~17%
Small Cap ~ 8%
FF M-cap Weight
Large Cap 100%
Factor score +
FF M-cap Weight
Large Cap ~48%
Mid Cap ~39%
Small Cap ~ 13%
Represent broad market segment Index with Quality Momentum stocks
across market cap
Value of ₹ 1,00,000 invested on 01
st
April 2005
Source: NSE. Data as on 31
st
Aug 2024. Past performance may or may not be sustained in future.
Better long-term performance
15.18% CAGR
₹ 15,56,398
15.57% CAGR
₹ 16,64,367
23.79% CAGR
₹ 63,17,595
Nifty 50 TRI
Nifty 500 TRI
Nifty500 Multicap
Momentum Quality 50 TRI
st
April 2005
Source: NSE. Data as on 31
st
Aug 2024. Past performance may or may not be sustained in future.
Better long-term performance
15.18% CAGR
₹ 15,56,398
15.57% CAGR
₹ 16,64,367
23.79% CAGR
₹ 63,17,595
Nifty 50 TRI
Nifty 500 TRI
Nifty500 Multicap
Momentum Quality 50 TRI
Understanding Momentum and
Quality
Quality
What are Momentum & Quality factors
Momentum
Quality
•Captures Trend
•Price Acceleration
•Market Sentiments
•Financial Health
•Earnings Stability
•Strong Fundamentals
Complementing factors
Momentum based on its 6m &
12m price return, adjusted for
volatility
Quality based on ROE, D/E, &
5 yrs EPS growth consistency
Momentum
Quality
•Captures Trend
•Price Acceleration
•Market Sentiments
•Financial Health
•Earnings Stability
•Strong Fundamentals
Complementing factors
Momentum based on its 6m &
12m price return, adjusted for
volatility
Quality based on ROE, D/E, &
5 yrs EPS growth consistency
81% 38% 35% 26%
32% 14% 20% 17%
27% 16% 19% 16%
59% 26% 23% 16%
58% 30% 24% 13%
0
500
1000
1500
2000
2500
Jan-10 Aug-10 Mar-11 Sep-11 Apr-12 Nov-12 May-13 Dec-13
Jul-14
Jan-15 Aug-15 Feb-16 Sep-16 Apr-17 Oct-17
May-18 Dec-18 Jun-19 Jan-20 Aug-20 Feb-21 Sep-21 Mar-22 Oct-22
May-23 Nov-23 Jun-24
Growth Low Volatility Value
Quality Momentum S&P BSE 250
Momentum & Quality have exhibited dominant outperformance
over the long term
Source: ACE MF, Internal. Back tested data of factors is based on Internal Quant based model with Universe considered as Top 250 stocks with quarterly rebalancing. Data as on 30
th
Jun 2024. Past performance may or
may not be sustained in future. 6
20.2x
9.0x
7.9x
6.7x
5.6x
6.7x
Momentum
Quality
Low Volatility
Growth
Value
Factors 1Y 3Y 5Y 10Y
32% 14% 20% 17%
27% 16% 19% 16%
59% 26% 23% 16%
58% 30% 24% 13%
0
500
1000
1500
2000
2500
Jan-10 Aug-10 Mar-11 Sep-11 Apr-12 Nov-12 May-13 Dec-13
Jul-14
Jan-15 Aug-15 Feb-16 Sep-16 Apr-17 Oct-17
May-18 Dec-18 Jun-19 Jan-20 Aug-20 Feb-21 Sep-21 Mar-22 Oct-22
May-23 Nov-23 Jun-24
Growth Low Volatility Value
Quality Momentum S&P BSE 250
Momentum & Quality have exhibited dominant outperformance
over the long term
Source: ACE MF, Internal. Back tested data of factors is based on Internal Quant based model with Universe considered as Top 250 stocks with quarterly rebalancing. Data as on 30
th
Jun 2024. Past performance may or
may not be sustained in future. 6
20.2x
9.0x
7.9x
6.7x
5.6x
6.7x
Momentum
Quality
Low Volatility
Growth
Value
Factors 1Y 3Y 5Y 10Y
Factor tilts vary across market scenarios
7
33%
5%
39%
0%
5%
38%
-2%
9%
18%
32%
4%
27%
2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Nifty 500 calendar year returns
Key factor tilts for respective years
Value
Growth
Momentum Quality
Momentum
Growth
Value
Momentum
Quality
Quality
Momentum
Growth
Value
Momentum
Quality
Momentum
Growth
Value Growth Growth
Quality
Momentum
Momentum Growth
Momentum
Quality
Value
Growth
Momentum
Momentum
Value
Quality
Quality
Quality QualityValue Value Value Value Value Value
Growth Growth Growth
Momentum
QualityGrowth
Quality
Source: NSE. Past performance may or may not be sustained in future, Factor tilts are provided basis an internal model on top 500 stocks.
7
33%
5%
39%
0%
5%
38%
-2%
9%
18%
32%
4%
27%
2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Nifty 500 calendar year returns
Key factor tilts for respective years
Value
Growth
Momentum Quality
Momentum
Growth
Value
Momentum
Quality
Quality
Momentum
Growth
Value
Momentum
Quality
Momentum
Growth
Value Growth Growth
Quality
Momentum
Momentum Growth
Momentum
Quality
Value
Growth
Momentum
Momentum
Value
Quality
Quality
Quality QualityValue Value Value Value Value Value
Growth Growth Growth
Momentum
QualityGrowth
Quality
Source: NSE. Past performance may or may not be sustained in future, Factor tilts are provided basis an internal model on top 500 stocks.
10 Years
12.0%
19.3%
15.0%
20.4%
16.5%
18.3%
14.9%
Multi-factor recipe to build a balanced portfolio
8
Source: ACE MF, Internal. Back tested data of factors is based on Internal Quant based model with universe considered as Top 250 stocks with Quarterly Rebalancing. Past performance may or may not be
sustained in future. Data as on 30
th
Jun 2024. Standard deviation is considered accounting daily rolling returns.
Risk (S.D)Trailing Returns
3 Years 5 Years 10 Years
Low Volatility 16.2% 19.0% 15.8%
Momentum 38.2% 34.9% 26.4%
Quality 13.8% 19.9% 16.9%
Value 29.5% 24.0% 13.9%
Quality + Momentum 29.6% 29.4% 24.4%
Value + Momentum 35.4% 32.0% 24.2%
Low Volatility + Momentum 30.2% 27.5% 23.1%
Single Factor
Multi Factor
12.0%
19.3%
15.0%
20.4%
16.5%
18.3%
14.9%
Multi-factor recipe to build a balanced portfolio
8
Source: ACE MF, Internal. Back tested data of factors is based on Internal Quant based model with universe considered as Top 250 stocks with Quarterly Rebalancing. Past performance may or may not be
sustained in future. Data as on 30
th
Jun 2024. Standard deviation is considered accounting daily rolling returns.
Risk (S.D)Trailing Returns
3 Years 5 Years 10 Years
Low Volatility 16.2% 19.0% 15.8%
Momentum 38.2% 34.9% 26.4%
Quality 13.8% 19.9% 16.9%
Value 29.5% 24.0% 13.9%
Quality + Momentum 29.6% 29.4% 24.4%
Value + Momentum 35.4% 32.0% 24.2%
Low Volatility + Momentum 30.2% 27.5% 23.1%
Single Factor
Multi Factor
About Edelweiss Nifty500 Multicap
Momentum Quality 50 Index Fund
Momentum Quality 50 Index Fund
About the Fund
10
Edelweiss Nifty500 Multicap Momentum
Quality 50 Index Fund
will replicate its underlying index
The Nifty500 Multicap Momentum Quality 50 Index is a multi-factor
index based on 2 factors – Momentum and Quality.
The Index tracks the performance of 50 stocks, selected
from a universe of Nifty 500 stocks.
The aim is to create a multicap oriented portfolio that can
outperform market cap-based indices and active multicap funds.
10
Edelweiss Nifty500 Multicap Momentum
Quality 50 Index Fund
will replicate its underlying index
The Nifty500 Multicap Momentum Quality 50 Index is a multi-factor
index based on 2 factors – Momentum and Quality.
The Index tracks the performance of 50 stocks, selected
from a universe of Nifty 500 stocks.
The aim is to create a multicap oriented portfolio that can
outperform market cap-based indices and active multicap funds.
Multi-Factor Index – Best of both worlds
Aims to
generate
ACTIVE (excess)
returns
Combine factors
like Momentum
& Quality
Rule based +
Low cost
like PASSIVE
Performs across
market cycles
Aims to
generate
ACTIVE (excess)
returns
Combine factors
like Momentum
& Quality
Rule based +
Low cost
like PASSIVE
Performs across
market cycles
Index Methodology
Universe &
Allocation
Stock Selection
Factors
Stock
Weights
Stock Cap &
Rebalancing
Universe: Nifty 500
Allocation:
Nifty 100
(10 stocks)
Nifty Midcap 150
(15 stocks)
Nifty Smallcap 250
(25 stocks)
Momentum based on
its 6-M & 12-M price
return, adjusted for
volatility
Quality based on ROE,
D/E & 5 yrs EPS
growth consistency
Top 50 stocks selected
based on equal
weighted Momentum +
Quality factor
Weights assigned
based on composite
score and free float M-
cap
Stocks capped at 5%
No sector cap
Semi-Annual
rebalance
(June & December)
Source: NSE
Universe &
Allocation
Stock Selection
Factors
Stock
Weights
Stock Cap &
Rebalancing
Universe: Nifty 500
Allocation:
Nifty 100
(10 stocks)
Nifty Midcap 150
(15 stocks)
Nifty Smallcap 250
(25 stocks)
Momentum based on
its 6-M & 12-M price
return, adjusted for
volatility
Quality based on ROE,
D/E & 5 yrs EPS
growth consistency
Top 50 stocks selected
based on equal
weighted Momentum +
Quality factor
Weights assigned
based on composite
score and free float M-
cap
Stocks capped at 5%
No sector cap
Semi-Annual
rebalance
(June & December)
Source: NSE
Performance – Power of Momentum
& Quality
& Quality
Consistent performance with lower drawdowns in the last
10 yrs
Nifty500 Multicap
Momentum Quality
50 TRI
Nifty 500 TRI
Nifty500
Equal Weight TRI
Nifty500 Multicap
50:25:25 TRI
Nifty500
Momentum
50 TRI
1 Year
3 Years
5 Years
10 Years
Std Deviation (10yrs)
70.04% 41.58% 51.69% 44.95% 69.51%
24.93% 18.95% 26.50% 22.10% 30.33%
31.47% 22.72% 31.29% 26.41% 35.75%
22.42% 15.34% 16.82% 16.83% 24.65%
-31.11% -38.11% -55.42% -41.73% -38.07%
17.02% 16.32% 17.96% 16.63% 20.35%
Max Drawdown (10yrs)
Source: NSE. Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF.Total return index values are considered. Data as of 31
st
Aug 2024. Nifty500
Multicap Momentum Quality 50 TRI returns are mentioned as net of 1% annual expenses. Past performance may or may not be sustained in the future.
10 yrs
Nifty500 Multicap
Momentum Quality
50 TRI
Nifty 500 TRI
Nifty500
Equal Weight TRI
Nifty500 Multicap
50:25:25 TRI
Nifty500
Momentum
50 TRI
1 Year
3 Years
5 Years
10 Years
Std Deviation (10yrs)
70.04% 41.58% 51.69% 44.95% 69.51%
24.93% 18.95% 26.50% 22.10% 30.33%
31.47% 22.72% 31.29% 26.41% 35.75%
22.42% 15.34% 16.82% 16.83% 24.65%
-31.11% -38.11% -55.42% -41.73% -38.07%
17.02% 16.32% 17.96% 16.63% 20.35%
Max Drawdown (10yrs)
Source: NSE. Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF.Total return index values are considered. Data as of 31
st
Aug 2024. Nifty500
Multicap Momentum Quality 50 TRI returns are mentioned as net of 1% annual expenses. Past performance may or may not be sustained in the future.
CY Performance
Source: NSE. *CYTD Data as of 31
st
Aug 2024; The above are the returns of the Index and should not be construed as returns of any schemes of Edelweiss MF. Past performance may or may not sustained in the
future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has been a consistent performer
63.63% 39.30% 62.38% 50.69% 70.27%
12.28% 0.22% 7.24% 4.24% 11.28%
-4.86% 5.12% 2.55% 4.55% -0.84%
57.83% 37.65% 51.25% 44.65% 69.51%
-5.32% -2.14% -21.39% -8.99% -10.67%
8.06% 8.97% -6.87% 4.05% 8.56%
28.71% 17.89% 27.13% 21.19% 20.97%
60.79% 31.60% 50.20% 40.62% 78.85%
-15.17% 4.25% 1.63% 2.84% -7.59%
56.89% 26.91% 42.46% 33.74% 47.71%
31.91% 23.12% 30.01% 25.23% 40.21%
Calendar Year
Nifty500 Multicap
Momentum Quality
50 TRI
Nifty 500 TRI
Nifty500
Equal Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty 500
Momentum
50 TRI
CY 2014
CY 2015
CY 2016
CY 2017
CY 2018
CY 2019
CY 2020
CY 2021
CY 2022
CY 2023
CYTD*
Source: NSE. *CYTD Data as of 31
st
Aug 2024; The above are the returns of the Index and should not be construed as returns of any schemes of Edelweiss MF. Past performance may or may not sustained in the
future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has been a consistent performer
63.63% 39.30% 62.38% 50.69% 70.27%
12.28% 0.22% 7.24% 4.24% 11.28%
-4.86% 5.12% 2.55% 4.55% -0.84%
57.83% 37.65% 51.25% 44.65% 69.51%
-5.32% -2.14% -21.39% -8.99% -10.67%
8.06% 8.97% -6.87% 4.05% 8.56%
28.71% 17.89% 27.13% 21.19% 20.97%
60.79% 31.60% 50.20% 40.62% 78.85%
-15.17% 4.25% 1.63% 2.84% -7.59%
56.89% 26.91% 42.46% 33.74% 47.71%
31.91% 23.12% 30.01% 25.23% 40.21%
Calendar Year
Nifty500 Multicap
Momentum Quality
50 TRI
Nifty 500 TRI
Nifty500
Equal Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty 500
Momentum
50 TRI
CY 2014
CY 2015
CY 2016
CY 2017
CY 2018
CY 2019
CY 2020
CY 2021
CY 2022
CY 2023
CYTD*
-6.83% -6.71% -8.48% -7.24% -8.34%
-11.65% -13.29% -14.52% -12.67% -15.25%
-17.38% -13.80% -20.41% -16.18% -17.16%
-6.89% -4.81% -7.25% -5.43% -7.91%
-16.86% -15.64% -30.97% -19.53% -20.51%
-10.11% -11.54% -20.25% -13.71% -14.11%
-31.11% -38.11% -40.90% -39.02% -36.76%
-6.86% -9.82% -9.73% -9.55% -7.32%
-27.36% -17.40% -22.10% -19.75% -26.01%
-5.93% -8.56% -10.71% -8.90% -10.24%
-9.13% -6.72% -8.97% -6.92% -11.36%
CY Drawdown
Source: NSE. *CYTD Data as of 31
st
Aug 2024.Past performance may or may not sustained in the future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has given lower drawdowns in comparison to the below indices
Calendar Year
Nifty500 Multicap
Momentum Quality
50 TRI
Nifty 500 TRI
Nifty500
Equal Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty 500
Momentum
50 TRI
CY 2014
CY 2015
CY 2016
CY 2017
CY 2018
CY 2019
CY 2020
CY 2021
CY 2022
CY 2023
CYTD*
-11.65% -13.29% -14.52% -12.67% -15.25%
-17.38% -13.80% -20.41% -16.18% -17.16%
-6.89% -4.81% -7.25% -5.43% -7.91%
-16.86% -15.64% -30.97% -19.53% -20.51%
-10.11% -11.54% -20.25% -13.71% -14.11%
-31.11% -38.11% -40.90% -39.02% -36.76%
-6.86% -9.82% -9.73% -9.55% -7.32%
-27.36% -17.40% -22.10% -19.75% -26.01%
-5.93% -8.56% -10.71% -8.90% -10.24%
-9.13% -6.72% -8.97% -6.92% -11.36%
CY Drawdown
Source: NSE. *CYTD Data as of 31
st
Aug 2024.Past performance may or may not sustained in the future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has given lower drawdowns in comparison to the below indices
Calendar Year
Nifty500 Multicap
Momentum Quality
50 TRI
Nifty 500 TRI
Nifty500
Equal Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty 500
Momentum
50 TRI
CY 2014
CY 2015
CY 2016
CY 2017
CY 2018
CY 2019
CY 2020
CY 2021
CY 2022
CY 2023
CYTD*
3Y Rolling Performance
Nifty500 Multicap Momentum Quality 50 Index has consistently delivered positive returns over 3Y RR basis
less than 0% 0.00 % 2.80% 14.67% 5.44% 0.53%
0% to 10% 9.76% 15.51% 18.47% 15.67% 11.45%
10% to 15% 21.11% 35.83% 14.78% 25.28% 11.66%
More than 15% 69.13 % 45.86% 52.08% 53.61% 76.36%
Range
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty 500 Equal
Weight TRI
Nifty 500
Multicap
50:25:25 TRI
Nifty 500
Momentum 50
TRI
0.56%
-6.31%
-15.80%
-8.83%
-3.62%
32.78% 33.50%
41.92%
37.14%
39.77%
19.25%
14.44% 14.93% 15.56%
21.85%
Nifty500 Multicap
Momentum Quality 50
Nifty500 Nifty500 Equal Weight Nifty500 Multicap
50:25:25
Nifty500 Momentum 50
MinMax Average
Source: NSE. Past performance may or may not be sustained in the future. Data considered from Jan 2014 till Aug 2024. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has consistently delivered positive returns over 3Y RR basis
less than 0% 0.00 % 2.80% 14.67% 5.44% 0.53%
0% to 10% 9.76% 15.51% 18.47% 15.67% 11.45%
10% to 15% 21.11% 35.83% 14.78% 25.28% 11.66%
More than 15% 69.13 % 45.86% 52.08% 53.61% 76.36%
Range
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty 500 Equal
Weight TRI
Nifty 500
Multicap
50:25:25 TRI
Nifty 500
Momentum 50
TRI
0.56%
-6.31%
-15.80%
-8.83%
-3.62%
32.78% 33.50%
41.92%
37.14%
39.77%
19.25%
14.44% 14.93% 15.56%
21.85%
Nifty500 Multicap
Momentum Quality 50
Nifty500 Nifty500 Equal Weight Nifty500 Multicap
50:25:25
Nifty500 Momentum 50
MinMax Average
Source: NSE. Past performance may or may not be sustained in the future. Data considered from Jan 2014 till Aug 2024. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
5Y Rolling Performance
Nifty500 Multicap Momentum Quality 50 Index has delivered more than 15% returns 66% of the times
less than 0% 0.00 % 0.21% 3.93% 0.50% 0.00%
0% to 10% 8.01% 22.66% 41.17% 24.09% 8.08%
10% to 15% 26.02% 43.10% 28.73% 34.38% 21.94%
More than 15% 65.98 % 34.02% 26.16% 41.03% 69.98%
Range
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty 500 Equal
Weight TRI
Nifty 500
Multicap
50:25:25 TRI
Nifty 500
Momentum 50
TRI
3.35%
-1.06%
-5.11%
-1.58%
2.03%
32.10%
23.14%
32.12%
26.90%
36.29%
17.87%
13.00%
11.49%
13.36%
19.32%
Nifty500 Multicap
Momentum Quality 50
Nifty500 Nifty500 Equal Weight Nifty500 Multicap
50:25:25
Nifty500 Momentum 50
MinMax Average
Data considered from Jan 2014 till Aug 2024.Source: NSE. Past performance may or may not be sustained in the future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has delivered more than 15% returns 66% of the times
less than 0% 0.00 % 0.21% 3.93% 0.50% 0.00%
0% to 10% 8.01% 22.66% 41.17% 24.09% 8.08%
10% to 15% 26.02% 43.10% 28.73% 34.38% 21.94%
More than 15% 65.98 % 34.02% 26.16% 41.03% 69.98%
Range
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty 500 Equal
Weight TRI
Nifty 500
Multicap
50:25:25 TRI
Nifty 500
Momentum 50
TRI
3.35%
-1.06%
-5.11%
-1.58%
2.03%
32.10%
23.14%
32.12%
26.90%
36.29%
17.87%
13.00%
11.49%
13.36%
19.32%
Nifty500 Multicap
Momentum Quality 50
Nifty500 Nifty500 Equal Weight Nifty500 Multicap
50:25:25
Nifty500 Momentum 50
MinMax Average
Data considered from Jan 2014 till Aug 2024.Source: NSE. Past performance may or may not be sustained in the future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Consistent outperformance vs Nifty500 in the long run
0.00%
2.00%
4.00%
6.00%
8.00%
10.00%
12.00%
14.00%
16.00%
Jan-14 Apr-14 Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 Oct-15 Jan-16 Apr-16 Jul-16 Oct-16 Jan-17 Apr-17 Jul-17 Oct-17 Jan-18 Apr-18 Jul-18 Oct-18 Jan-19 Apr-19 Jul-19 Oct-19 Jan-20 Apr-20 Jul-20 Oct-20 Jan-21 Apr-21 Jul-21 Oct-21 Jan-22 Apr-22 Jul-22 Oct-22 Jan-23 Apr-23 Jul-23 Oct-23 Jan-24 Apr-24 Jul-24
Excess 5Yr RR over Nifty500 TRI
The Nifty500 Multicap Momentum Quality 50 TRI has consistently outperformed the Nifty500 TRI on a 5Yr RR basis
Data considered from Jan 2014 till Aug 2024.Source: NSE. Past performance may or may not be sustained in the future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
0.00%
2.00%
4.00%
6.00%
8.00%
10.00%
12.00%
14.00%
16.00%
Jan-14 Apr-14 Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 Oct-15 Jan-16 Apr-16 Jul-16 Oct-16 Jan-17 Apr-17 Jul-17 Oct-17 Jan-18 Apr-18 Jul-18 Oct-18 Jan-19 Apr-19 Jul-19 Oct-19 Jan-20 Apr-20 Jul-20 Oct-20 Jan-21 Apr-21 Jul-21 Oct-21 Jan-22 Apr-22 Jul-22 Oct-22 Jan-23 Apr-23 Jul-23 Oct-23 Jan-24 Apr-24 Jul-24
Excess 5Yr RR over Nifty500 TRI
The Nifty500 Multicap Momentum Quality 50 TRI has consistently outperformed the Nifty500 TRI on a 5Yr RR basis
Data considered from Jan 2014 till Aug 2024.Source: NSE. Past performance may or may not be sustained in the future. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
1 Year 3.59 2.91 2.94 2.95 2.99
3 Years 1.43 1.31 1.61 1.47 1.45
5 Years 1.67 1.22 1.65 1.43 1.61
10 Years 1.32 0.94 0.94 1.01 1.21
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty500 Equal
Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty500
Momentum 50
TRI
Favorable Risk Reward
Return per unit of Risk
Standard Deviation
Data as of 31
st
Aug 2024. Source: NSE. Past performance may or may not be sustained in the future. Annualized S.D for daily returns considered. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has delivered consistent returns relative to the level of risk undertaken
1 Year 19.50% 14.28% 17.56% 15.23% 23.28%
3 Years 17.40% 14.48% 16.43% 15.05% 20.90%
5 Years 18.81% 18.58% 19.00% 18.45% 22.23%
10 Years 17.02% 16.32% 17.96% 16.63% 20.35%
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty500 Equal
Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty500
Momentum 50
TRI
3 Years 1.43 1.31 1.61 1.47 1.45
5 Years 1.67 1.22 1.65 1.43 1.61
10 Years 1.32 0.94 0.94 1.01 1.21
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty500 Equal
Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty500
Momentum 50
TRI
Favorable Risk Reward
Return per unit of Risk
Standard Deviation
Data as of 31
st
Aug 2024. Source: NSE. Past performance may or may not be sustained in the future. Annualized S.D for daily returns considered. Nifty500 Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses.
Nifty500 Multicap Momentum Quality 50 Index has delivered consistent returns relative to the level of risk undertaken
1 Year 19.50% 14.28% 17.56% 15.23% 23.28%
3 Years 17.40% 14.48% 16.43% 15.05% 20.90%
5 Years 18.81% 18.58% 19.00% 18.45% 22.23%
10 Years 17.02% 16.32% 17.96% 16.63% 20.35%
Nifty500 Multicap
Momentum
Quality 50 TRI
Nifty500 TRI
Nifty500 Equal
Weight TRI
Nifty500
Multicap
50:25:25 TRI
Nifty500
Momentum 50
TRI
Source: NSE. Index considered is Nifty500 Multicap Mom Quality 50 .>1yr return is CAGR. Past performance may or may not be sustained in the future. The data is based on historical data and should not be
construed as performance of the scheme.
How has the index performed in different market phases?
Jan’08-Oct’08
Apr’05-May’06 Jul’13- Dec’14 Aug’19-Dec’20
Jan’18-Feb’19
When markets were down/flat
When markets were up and running
Feb’20-Mar’20
-59.21%
-63.43%
-66.42%
-65.02%
-70.11%
Nifty500
Multicap
Momentum
Quality 50 Nifty 500
NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum 50
-2.55%
-3.20%
-23.81%
-10.57%
-7.41%
Nifty500
Multicap
Momentum
Quality 50 Nifty 500
NIFTY500 Equal
Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum 50
-18.53%
-26.91%
-32.93%
-29.64%
-22.26%
Nifty500
Multicap
Momentum
Quality 50Nifty 500
NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum
50
100.22%
71.09%
76.76% 76.64%
133.12%
Nifty500
Multicap
Momentum
Quality 50
Nifty 500NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum
50
59.19%
31.34%
50.62%
41.11%
51.96%
Nifty500
Multicap
Momentum
Quality 50
Nifty 500NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum 50
30.97%
21.95%
27.02%
24.19%
25.64%
Nifty500
Multicap
Momentum
Quality 50
Nifty 500NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum
50
construed as performance of the scheme.
How has the index performed in different market phases?
Jan’08-Oct’08
Apr’05-May’06 Jul’13- Dec’14 Aug’19-Dec’20
Jan’18-Feb’19
When markets were down/flat
When markets were up and running
Feb’20-Mar’20
-59.21%
-63.43%
-66.42%
-65.02%
-70.11%
Nifty500
Multicap
Momentum
Quality 50 Nifty 500
NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum 50
-2.55%
-3.20%
-23.81%
-10.57%
-7.41%
Nifty500
Multicap
Momentum
Quality 50 Nifty 500
NIFTY500 Equal
Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum 50
-18.53%
-26.91%
-32.93%
-29.64%
-22.26%
Nifty500
Multicap
Momentum
Quality 50Nifty 500
NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum
50
100.22%
71.09%
76.76% 76.64%
133.12%
Nifty500
Multicap
Momentum
Quality 50
Nifty 500NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum
50
59.19%
31.34%
50.62%
41.11%
51.96%
Nifty500
Multicap
Momentum
Quality 50
Nifty 500NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum 50
30.97%
21.95%
27.02%
24.19%
25.64%
Nifty500
Multicap
Momentum
Quality 50
Nifty 500NIFTY500
Equal Weight
NIFTY500
Multicap
50:25:25
NIFTY500
Momentum
50
Trailing performance vs Active Funds
Source: NSE; Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF;Total return index values are considered; Data as of 31
st
Aug 2024. Nifty500
Multicap Momentum Quality 50 TRI returns are mentioned as net of 1% annual expenses. All funds in the category are considered
Nifty500 Multicap Momentum Quality 50 has shown outperformance across period
Nifty500Multicap
Momentum Quality
50 TRI
Flexi Cap
Category Avg.
L&M
Category Avg.
Multicap
Category Avg.
1 Year 70.04% 41.81% 44.92% 46.25%
3 Years 24.93% 18.42% 20.81% 22.82%
5 Years 31.47% 22.41% 24.40% 26.19%
10 Years 22.42% 16.13% 16.95% 18.32%
Max Drawdown -31.11% -35.47% -36.13% -36.66%
Std Deviation 17.02% 15.33% 15.54% 15.74%
Source: NSE; Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF;Total return index values are considered; Data as of 31
st
Aug 2024. Nifty500
Multicap Momentum Quality 50 TRI returns are mentioned as net of 1% annual expenses. All funds in the category are considered
Nifty500 Multicap Momentum Quality 50 has shown outperformance across period
Nifty500Multicap
Momentum Quality
50 TRI
Flexi Cap
Category Avg.
L&M
Category Avg.
Multicap
Category Avg.
1 Year 70.04% 41.81% 44.92% 46.25%
3 Years 24.93% 18.42% 20.81% 22.82%
5 Years 31.47% 22.41% 24.40% 26.19%
10 Years 22.42% 16.13% 16.95% 18.32%
Max Drawdown -31.11% -35.47% -36.13% -36.66%
Std Deviation 17.02% 15.33% 15.54% 15.74%
Trailing performance vs Top Active funds
Source: NSE; Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF;Total return index values are considered; Data as of 31
st
Aug 2024. Nifty500
Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses. Top 5 is based on performance in the particular period.
Nifty500 Multicap
Momentum Quality 50
TRI
Avg. Top 5
Flexi Cap
Avg. Top 5
L&M
Avg. Top 5
Multicap
1 Year 70.04% 58.13% 56.30% 53.21%
3 Years 24.93% 26.11% 26.33% 24.26%
5 Years 31.47% 28.20% 27.28% 26.84%
10 Years 22.42% 18.43% 19.01% 17.41%
Nifty500 Multicap Momentum Quality 50 has shown outperformance against
the top performing active funds in the category
Source: NSE; Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF;Total return index values are considered; Data as of 31
st
Aug 2024. Nifty500
Multicap Momentum Quality 50 TRI are mentioned as net of 1% annual expenses. Top 5 is based on performance in the particular period.
Nifty500 Multicap
Momentum Quality 50
TRI
Avg. Top 5
Flexi Cap
Avg. Top 5
L&M
Avg. Top 5
Multicap
1 Year 70.04% 58.13% 56.30% 53.21%
3 Years 24.93% 26.11% 26.33% 24.26%
5 Years 31.47% 28.20% 27.28% 26.84%
10 Years 22.42% 18.43% 19.01% 17.41%
Nifty500 Multicap Momentum Quality 50 has shown outperformance against
the top performing active funds in the category
SIP Performance
Source: NSE; Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF;Total return index values are considered; Data as of 31
st
Aug 2024.
Index name
Nifty500 Multicap
Momentum
Quality 50 – TRI
Nifty 500 - TRI
Start date 01-Sep-19 01-Sep-19
End date 31-Aug-24 31-Aug-24
Instalment amount 10,000 10,000
Total Invested
Amount
6.0 lakhs 6.0 lakhs
Present Value 14.5 lakhs 11.3 lakhs
XIRR(%) 36.06% 25.64%
5 Yr. SIP Returns 10 Yr. SIP Returns
Index name
Nifty500 Multicap
Momentum
Quality 50 – TRI
Nifty 500 - TRI
Start date 01-Sep-14 01-Sep-14
End date 31-Aug-24 31-Aug-24
Instalment amount 10,000 10,000
Total Invested
Amount
12.0 lakhs 12.0 lakhs
Present Value 46.3 lakhs 31.23 lakhs
XIRR(%) 25.49% 18.19%
Source: NSE; Note:The above is the performance of the index and should not be construed as returns of any schemes of Edelweiss MF;Total return index values are considered; Data as of 31
st
Aug 2024.
Index name
Nifty500 Multicap
Momentum
Quality 50 – TRI
Nifty 500 - TRI
Start date 01-Sep-19 01-Sep-19
End date 31-Aug-24 31-Aug-24
Instalment amount 10,000 10,000
Total Invested
Amount
6.0 lakhs 6.0 lakhs
Present Value 14.5 lakhs 11.3 lakhs
XIRR(%) 36.06% 25.64%
5 Yr. SIP Returns 10 Yr. SIP Returns
Index name
Nifty500 Multicap
Momentum
Quality 50 – TRI
Nifty 500 - TRI
Start date 01-Sep-14 01-Sep-14
End date 31-Aug-24 31-Aug-24
Instalment amount 10,000 10,000
Total Invested
Amount
12.0 lakhs 12.0 lakhs
Present Value 46.3 lakhs 31.23 lakhs
XIRR(%) 25.49% 18.19%
Portfolio
Company Name Sector Weight (%)
Linde India Ltd. Chemicals 1.03
Bharat Dynamics Ltd. Capital Goods 1.02
Nippon Life India Asset Management Ltd. Financial Services 1.00
NBCC (India) Ltd. Construction 0.97
360 ONE WAM Ltd. Financial Services 0.94
Castrol India Ltd. Oil, Gas & Consumable Fuels 0.91
Motilal Oswal Financial Services Ltd. Financial Services 0.91
Glaxosmithkline Pharmaceuticals Ltd. Healthcare 0.89
Birlasoft Ltd. Information Technology 0.78
IRCON International Ltd. Construction 0.65
Godfrey Phillips India Ltd. Fast Moving Consumer Goods 0.63
Jyothy Labs Ltd. Fast Moving Consumer Goods 0.51
ICICI Securities Ltd. Financial Services 0.49
Narayana Hrudayalaya Ltd. Healthcare 0.48
Godawari Power & Ispat Ltd. Capital Goods 0.44
Garden Reach Shipbuilders & Engineers
Ltd. Capital Goods 0.41
Action Construction Equipment Ltd. Capital Goods 0.40
Engineers India Ltd. Construction 0.39
Chennai Petroleum Corporation Ltd. Oil, Gas & Consumable Fuels 0.39
KSB Ltd. Capital Goods 0.36
BLS International Services Ltd. Consumer Services 0.30
RITES Ltd. Construction 0.26
Caplin Point Laboratories Ltd. Healthcare 0.25
Gujarat Mineral Development Corporation Metals & Mining 0.22
MMTC Ltd. Services 0.17
Company Name Sector Weight (%)
REC Ltd. Financial Services 5.62
Bajaj Auto Ltd. Automobile and Auto Components 5.51
Power Finance Corporation Ltd. Financial Services 5.46
Coal India Ltd. Oil, Gas & Consumable Fuels 5.35
Dr. Reddy's Laboratories Ltd. Healthcare 4.92
Hero MotoCorp Ltd. Automobile and Auto Components 4.74
Bharat Electronics Ltd. Capital Goods 4.68
Varun Beverages Ltd. Fast Moving Consumer Goods 4.36
Cummins India Ltd. Capital Goods 4.35
Hindustan Aeronautics Ltd. Capital Goods 4.22
Dixon Technologies (India) Ltd. Consumer Durables 4.19
Oil India Ltd. Oil, Gas & Consumable Fuels 3.39
HDFC Asset Management Company Ltd. Financial Services 3.39
CG Power and Industrial Solutions Ltd. Capital Goods 3.37
ABB India Ltd. Capital Goods 3.05
Solar Industries India Ltd. Chemicals 2.21
Supreme Industries Ltd. Capital Goods 2.21
Polycab India Ltd. Capital Goods 2.12
NMDC Ltd. Metals & Mining 2.10
Central Depository Services (India) Ltd. Financial Services 1.99
Oracle Financial Services Software Ltd.Information Technology 1.91
KEI Industries Ltd. Capital Goods 1.78
Apar Industries Ltd. Capital Goods 1.49
Housing & Urban Development Corporation Financial Services 1.42
Amara Raja Energy & Mobility Ltd.Automobile and Auto Components 1.37
Portfolio as of Aug 2024
Source: NSE. Data as on 31
st
Aug 2024.
Linde India Ltd. Chemicals 1.03
Bharat Dynamics Ltd. Capital Goods 1.02
Nippon Life India Asset Management Ltd. Financial Services 1.00
NBCC (India) Ltd. Construction 0.97
360 ONE WAM Ltd. Financial Services 0.94
Castrol India Ltd. Oil, Gas & Consumable Fuels 0.91
Motilal Oswal Financial Services Ltd. Financial Services 0.91
Glaxosmithkline Pharmaceuticals Ltd. Healthcare 0.89
Birlasoft Ltd. Information Technology 0.78
IRCON International Ltd. Construction 0.65
Godfrey Phillips India Ltd. Fast Moving Consumer Goods 0.63
Jyothy Labs Ltd. Fast Moving Consumer Goods 0.51
ICICI Securities Ltd. Financial Services 0.49
Narayana Hrudayalaya Ltd. Healthcare 0.48
Godawari Power & Ispat Ltd. Capital Goods 0.44
Garden Reach Shipbuilders & Engineers
Ltd. Capital Goods 0.41
Action Construction Equipment Ltd. Capital Goods 0.40
Engineers India Ltd. Construction 0.39
Chennai Petroleum Corporation Ltd. Oil, Gas & Consumable Fuels 0.39
KSB Ltd. Capital Goods 0.36
BLS International Services Ltd. Consumer Services 0.30
RITES Ltd. Construction 0.26
Caplin Point Laboratories Ltd. Healthcare 0.25
Gujarat Mineral Development Corporation Metals & Mining 0.22
MMTC Ltd. Services 0.17
Company Name Sector Weight (%)
REC Ltd. Financial Services 5.62
Bajaj Auto Ltd. Automobile and Auto Components 5.51
Power Finance Corporation Ltd. Financial Services 5.46
Coal India Ltd. Oil, Gas & Consumable Fuels 5.35
Dr. Reddy's Laboratories Ltd. Healthcare 4.92
Hero MotoCorp Ltd. Automobile and Auto Components 4.74
Bharat Electronics Ltd. Capital Goods 4.68
Varun Beverages Ltd. Fast Moving Consumer Goods 4.36
Cummins India Ltd. Capital Goods 4.35
Hindustan Aeronautics Ltd. Capital Goods 4.22
Dixon Technologies (India) Ltd. Consumer Durables 4.19
Oil India Ltd. Oil, Gas & Consumable Fuels 3.39
HDFC Asset Management Company Ltd. Financial Services 3.39
CG Power and Industrial Solutions Ltd. Capital Goods 3.37
ABB India Ltd. Capital Goods 3.05
Solar Industries India Ltd. Chemicals 2.21
Supreme Industries Ltd. Capital Goods 2.21
Polycab India Ltd. Capital Goods 2.12
NMDC Ltd. Metals & Mining 2.10
Central Depository Services (India) Ltd. Financial Services 1.99
Oracle Financial Services Software Ltd.Information Technology 1.91
KEI Industries Ltd. Capital Goods 1.78
Apar Industries Ltd. Capital Goods 1.49
Housing & Urban Development Corporation Financial Services 1.42
Amara Raja Energy & Mobility Ltd.Automobile and Auto Components 1.37
Portfolio as of Aug 2024
Source: NSE. Data as on 31
st
Aug 2024.
Source: NSE. Data as on 31
st
Aug 2024.
Sectoral rotation vis-à-vis Nifty 500
The fund utilizes momentum and quality factors to drive effective sector rotation
27
Nifty 500Nifty500 Multicap Momentum Quality 50
Capital Goods
Financial Services
Auto
Oil & Gas
Healthcare
FMCG
Consumer Durables
Chemicals
Metals & Mining
IT
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Financial Services
IT
Oil & Gas
Auto
FMCG
Capital Goods
Healthcare
Power
Metals & Mining
Consumer Services
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
st
Aug 2024.
Sectoral rotation vis-à-vis Nifty 500
The fund utilizes momentum and quality factors to drive effective sector rotation
27
Nifty 500Nifty500 Multicap Momentum Quality 50
Capital Goods
Financial Services
Auto
Oil & Gas
Healthcare
FMCG
Consumer Durables
Chemicals
Metals & Mining
IT
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Financial Services
IT
Oil & Gas
Auto
FMCG
Capital Goods
Healthcare
Power
Metals & Mining
Consumer Services
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Returns 2022
Nifty Oil & Gas TRI 16.87%
Nifty 50 TRI 5.69%
Returns 2019-2021
Nifty Healthcare - TRI 30.62%
Nifty 50 TRI 18.00%
Returns 2022
Nifty FMCG TRI 20.08%
Nifty 50 TRI 5.69%
Dynamic sector shift
Source: NSE. Returns >1Y are displayed on CAGR basis. The weights are for Nifty500 Multicap Momentum Quality 50 index. Past performance may or may not be sustained in the future.
4.39%
14.07% 14.59%
Dec'21 June'22 Dec'22
FMCG Weight in the index
1.28%
11.63%
5.86%
Dec'21 June'22 Dec'22
Oil & Gas Weight in the index
17.03%
28.18%
32.90%
June'22 June'23 June'24
Capital Goods Weight in the index
9.08%
23.53%
21.91%
June'19 June'20 Jan'21
Healthcare Weight in the index
Returns 2022-2024
BSE Capital Goods - TRI 68.51%
Nifty 50 TRI 24.81%
Nifty Oil & Gas TRI 16.87%
Nifty 50 TRI 5.69%
Returns 2019-2021
Nifty Healthcare - TRI 30.62%
Nifty 50 TRI 18.00%
Returns 2022
Nifty FMCG TRI 20.08%
Nifty 50 TRI 5.69%
Dynamic sector shift
Source: NSE. Returns >1Y are displayed on CAGR basis. The weights are for Nifty500 Multicap Momentum Quality 50 index. Past performance may or may not be sustained in the future.
4.39%
14.07% 14.59%
Dec'21 June'22 Dec'22
FMCG Weight in the index
1.28%
11.63%
5.86%
Dec'21 June'22 Dec'22
Oil & Gas Weight in the index
17.03%
28.18%
32.90%
June'22 June'23 June'24
Capital Goods Weight in the index
9.08%
23.53%
21.91%
June'19 June'20 Jan'21
Healthcare Weight in the index
Returns 2022-2024
BSE Capital Goods - TRI 68.51%
Nifty 50 TRI 24.81%
Influence of factors in sector allocation
Source: NSE. Data as on 31
st
Aug 2024.
Capital Goods 32.90 27.26 20.80 1.69
Financial Services 19.59 -8.01 1.16 2.56
Automobile and Auto Components 11.63 4.17 5.08 -2.63
Oil, Gas & Consumable Fuels 8.47 -0.28 4.82 5.83
Healthcare 6.26 0.30 -3.09 4.74
Fast Moving Consumer Goods 5.78 -1.46 -0.47 5.78
Consumer Durables 3.98 0.83 -1.02 0.30
Chemicals 3.40 1.27 -3.37 2.29
Metals & Mining 2.66 -0.69 -0.53 0.01
Information Technology 2.63 -7.27 -2.41 2.63
Construction 2.31 -0.63 -0.32 -0.90
Consumer Services 0.26 -3.24 -4.50 -6.17
Services 0.14 -1.62 -3.03 -4.74
Sector
Nifty500 Multicap
Momentum Quality
50 Weight (%)
+/- Weight
Nifty 500
+/- Weight
Nifty500 Equal
Weight
+/- Weight
Nifty500
Momentum 50
Source: NSE. Data as on 31
st
Aug 2024.
Capital Goods 32.90 27.26 20.80 1.69
Financial Services 19.59 -8.01 1.16 2.56
Automobile and Auto Components 11.63 4.17 5.08 -2.63
Oil, Gas & Consumable Fuels 8.47 -0.28 4.82 5.83
Healthcare 6.26 0.30 -3.09 4.74
Fast Moving Consumer Goods 5.78 -1.46 -0.47 5.78
Consumer Durables 3.98 0.83 -1.02 0.30
Chemicals 3.40 1.27 -3.37 2.29
Metals & Mining 2.66 -0.69 -0.53 0.01
Information Technology 2.63 -7.27 -2.41 2.63
Construction 2.31 -0.63 -0.32 -0.90
Consumer Services 0.26 -3.24 -4.50 -6.17
Services 0.14 -1.62 -3.03 -4.74
Sector
Nifty500 Multicap
Momentum Quality
50 Weight (%)
+/- Weight
Nifty 500
+/- Weight
Nifty500 Equal
Weight
+/- Weight
Nifty500
Momentum 50
Source: NSE. Data as on 31
st
Aug 2024.
Market cap allocation
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Large CapMid Cap Small Cap
Equal allocation to Large & Mid/Small cap
st
Aug 2024.
Market cap allocation
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Large CapMid Cap Small Cap
Equal allocation to Large & Mid/Small cap
Top 15 Large Cap performers
The fund includes some of the top performing LARGE CAP stocks using Momentum & Quality Factors
31
CY22
Bank Of Baroda 126.54%
Coal India Ltd. 54.16%
ITC Ltd. 52.13%
Adani Energy Solutions Ltd. 49.55%
Mahindra & Mahindra Ltd. 49.21%
Adani Green Energy Ltd. 45.52%
Cholamandalam Investment 38.94%
Ambuja Cements Ltd. 38.82%
Axis Bank Ltd. 37.62%
IndusInd Bank Ltd. 37.61%
NTPC Ltd. 33.72%
State Bank Of India 33.17%
Eicher Motors Ltd. 24.68%
ICICI Bank Ltd. 20.36%
Siemens Ltd. 19.57%
CY23
Hindustan Aeronautics Ltd. 121.49%
Zomato Ltd. 108.42%
Tata Motors Ltd. 101.17%
DLF Ltd. 93.67%
Bajaj Auto Ltd. 88.09%
NTPC Ltd. 87.05%
Bharat Electronics Ltd. 84.19%
Cholamandalam Investment. 74.30%
Indian Oil Corporation Ltd. 69.67%
Larsen & Toubro Ltd. 69.06%
GAIL (India) Ltd. 68.63%
Coal India Ltd. 66.98%
Colgate-Palmolive (India) Ltd. 64.65%
Tata Power Company Ltd. 59.87%
Hero MotoCorp Ltd. 51.19%
CY24
Samvardhana Motherson Int. 92.65%
Trent Ltd. 90.94%
Zomato Ltd. 85.53%
Zydus Lifesciences Ltd. 80.92%
Siemens Ltd. 77.31%
Hindustan Aeronautics Ltd. 75.58%
Vedanta Ltd. 74.47%
Bharat Electronics Ltd. 71.65%
ABB India Ltd. 68.83%
Mahindra & Mahindra Ltd. 68.42%
Oil & Natural Gas Corporation 63.03%
Bosch Ltd. 57.60%
Bharat Petroleum Corporation 55.34%
Adani Ports and SEZ 53.26%
Interglobe Aviation Ltd. 50.80%
The analysis of stocks/ sectors mentioned should not be construed as a research report/ recommendation and the fund may or may not have exposure to these stocks/sectors currently or in the future.Highighted
stocks were present in the Nifty500 Multicap momentum Quality 50 index
The fund includes some of the top performing LARGE CAP stocks using Momentum & Quality Factors
31
CY22
Bank Of Baroda 126.54%
Coal India Ltd. 54.16%
ITC Ltd. 52.13%
Adani Energy Solutions Ltd. 49.55%
Mahindra & Mahindra Ltd. 49.21%
Adani Green Energy Ltd. 45.52%
Cholamandalam Investment 38.94%
Ambuja Cements Ltd. 38.82%
Axis Bank Ltd. 37.62%
IndusInd Bank Ltd. 37.61%
NTPC Ltd. 33.72%
State Bank Of India 33.17%
Eicher Motors Ltd. 24.68%
ICICI Bank Ltd. 20.36%
Siemens Ltd. 19.57%
CY23
Hindustan Aeronautics Ltd. 121.49%
Zomato Ltd. 108.42%
Tata Motors Ltd. 101.17%
DLF Ltd. 93.67%
Bajaj Auto Ltd. 88.09%
NTPC Ltd. 87.05%
Bharat Electronics Ltd. 84.19%
Cholamandalam Investment. 74.30%
Indian Oil Corporation Ltd. 69.67%
Larsen & Toubro Ltd. 69.06%
GAIL (India) Ltd. 68.63%
Coal India Ltd. 66.98%
Colgate-Palmolive (India) Ltd. 64.65%
Tata Power Company Ltd. 59.87%
Hero MotoCorp Ltd. 51.19%
CY24
Samvardhana Motherson Int. 92.65%
Trent Ltd. 90.94%
Zomato Ltd. 85.53%
Zydus Lifesciences Ltd. 80.92%
Siemens Ltd. 77.31%
Hindustan Aeronautics Ltd. 75.58%
Vedanta Ltd. 74.47%
Bharat Electronics Ltd. 71.65%
ABB India Ltd. 68.83%
Mahindra & Mahindra Ltd. 68.42%
Oil & Natural Gas Corporation 63.03%
Bosch Ltd. 57.60%
Bharat Petroleum Corporation 55.34%
Adani Ports and SEZ 53.26%
Interglobe Aviation Ltd. 50.80%
The analysis of stocks/ sectors mentioned should not be construed as a research report/ recommendation and the fund may or may not have exposure to these stocks/sectors currently or in the future.Highighted
stocks were present in the Nifty500 Multicap momentum Quality 50 index
Top 15 Mid Cap performers
The fund includes some of the top performing MID CAP stocks using Momentum & Quality Factors
32
CY22
Varun Beverages Ltd. 123.76%
Indian Bank 104.12%
Union Bank Of India 85.25%
Solar Industries India Ltd. 82.00%
The Indian Hotels Co 76.38%
TVS Motor Company Ltd. 73.24%
Bank Of India 71.76%
The Federal Bank Ltd. 67.41%
Canara Bank 66.86%
Tube Investments of India Ltd. 58.22%
Mahindra & Mahindra Fin Serv Ltd. 57.55%
Schaeffler India Ltd. 56.11%
Cummins India Ltd. 46.25%
The Phoenix Mills Ltd. 43.44%
IRFC Ltd. 42.23%
CY23
REC Ltd. 254.10%
Power Finance Corporation 238.93%
IRFC Ltd. 205.60%
Prestige Estates Projects 153.34%
Aurobindo Pharma Ltd. 147.47%
Bharat Heavy Electricals Ltd. 144.26%
Polycab India Ltd. 113.63%
GMR Airports Infrastructure 102.82%
Vodafone Idea Ltd. 102.78%
Persistent Systems Ltd. 90.85%
Torrent Power Ltd. 89.71%
L&T Finance Ltd. 89.33%
Macrotech Developers Ltd. 88.00%
Supreme Industries Ltd. 85.22%
Lupin Ltd. 80.52%
CY24
Rail Vikas Nigam Ltd. 231.38%
Oracle Financial Serv Software Ltd.162.09%
Oil India Ltd. 132.58%
Mazagon Dock Shipbuilders 129.96%
Indus Towers Ltd. 117.29%
Hindustan Zinc Ltd. 103.29%
Torrent Power Ltd. 99.96%
Cummins India Ltd. 96.21%
Dixon Technologies (India) 84.42%
PB Fintech Ltd. 82.87%
JSW Energy Ltd. 77.93%
Bharat Dynamics Ltd. 70.41%
Petronet LNG Ltd. 65.48%
Thermax Ltd. 64.48%
Bharat Heavy Electricals Ltd. 63.09%
The analysis of stocks/ sectors mentioned should not be construed as a research report/ recommendation and the fund may or may not have exposure to these stocks/sectors currently or in the future.Highighted
stocks were present in the Nifty500 Multicap momentum Quality 50 index
The fund includes some of the top performing MID CAP stocks using Momentum & Quality Factors
32
CY22
Varun Beverages Ltd. 123.76%
Indian Bank 104.12%
Union Bank Of India 85.25%
Solar Industries India Ltd. 82.00%
The Indian Hotels Co 76.38%
TVS Motor Company Ltd. 73.24%
Bank Of India 71.76%
The Federal Bank Ltd. 67.41%
Canara Bank 66.86%
Tube Investments of India Ltd. 58.22%
Mahindra & Mahindra Fin Serv Ltd. 57.55%
Schaeffler India Ltd. 56.11%
Cummins India Ltd. 46.25%
The Phoenix Mills Ltd. 43.44%
IRFC Ltd. 42.23%
CY23
REC Ltd. 254.10%
Power Finance Corporation 238.93%
IRFC Ltd. 205.60%
Prestige Estates Projects 153.34%
Aurobindo Pharma Ltd. 147.47%
Bharat Heavy Electricals Ltd. 144.26%
Polycab India Ltd. 113.63%
GMR Airports Infrastructure 102.82%
Vodafone Idea Ltd. 102.78%
Persistent Systems Ltd. 90.85%
Torrent Power Ltd. 89.71%
L&T Finance Ltd. 89.33%
Macrotech Developers Ltd. 88.00%
Supreme Industries Ltd. 85.22%
Lupin Ltd. 80.52%
CY24
Rail Vikas Nigam Ltd. 231.38%
Oracle Financial Serv Software Ltd.162.09%
Oil India Ltd. 132.58%
Mazagon Dock Shipbuilders 129.96%
Indus Towers Ltd. 117.29%
Hindustan Zinc Ltd. 103.29%
Torrent Power Ltd. 99.96%
Cummins India Ltd. 96.21%
Dixon Technologies (India) 84.42%
PB Fintech Ltd. 82.87%
JSW Energy Ltd. 77.93%
Bharat Dynamics Ltd. 70.41%
Petronet LNG Ltd. 65.48%
Thermax Ltd. 64.48%
Bharat Heavy Electricals Ltd. 63.09%
The analysis of stocks/ sectors mentioned should not be construed as a research report/ recommendation and the fund may or may not have exposure to these stocks/sectors currently or in the future.Highighted
stocks were present in the Nifty500 Multicap momentum Quality 50 index
Top 15 Small Cap performers
The fund includes some of the top performing SMALL CAP stocks using Momentum & Quality Factors
33
CY22
Mazagon Dock Shipbuilders Ltd. 184.58%
The Fertilisers And Chem Travancore Ltd.182.13%
Karur Vysya Bank Ltd. 147.86%
UCO Bank 142.31%
Bharat Dynamics Ltd. 141.63%
RHI Magnesita India Ltd. 129.05%
The Great Eastern Shipping Company Ltd.125.13%
JK Paper Ltd. 99.68%
Rail Vikas Nigam Ltd. 96.40%
Kalyan Jewellers India Ltd. 84.73%
Lemon Tree Hotels Ltd. 83.91%
RCF Ltd. 76.57%
Godfrey Phillips India Ltd. 75.64%
IIFL Finance Ltd. 71.89%
KRBL Ltd. 61.10%
CY23
Suzlon Energy Ltd. 259.85%
NLC India Ltd. 194.25%
ITI Ltd. 193.82%
Zensar Technologies Ltd. 186.51%
JBM Auto Ltd. 184.36%
Cyient Ltd. 182.73%
Kalyan Jewellers India Ltd. 180.31%
Olectra Greentech Ltd. 172.56%
Angel One Ltd. 166.07%
SJVN Ltd. 165.52%
Sonata Software Ltd. 163.04%
Cochin Shipyard Ltd. 153.20%
Hindustan Copper Ltd. 149.64%
Housing & Urban Dev Corp Ltd. 141.50%
Birlasoft Ltd. 141.20%
CY24
Cochin Shipyard Ltd. 287.09%
Housing & Urban Dev Corp Ltd. 148.09%
Aegis Logistics Ltd. 135.53%
NBCC (India) Ltd. 122.07%
Hitachi Energy India Ltd. 120.91%
NCC Ltd. 114.73%
Motilal Oswal Fin Services Ltd. 112.14%
Godfrey Phillips India Ltd. 100.50%
Amara Raja Energy & Mobility 99.09%
Kalpataru Projects Int’l Ltd. 93.34%
Century Textiles & Industries Ltd.91.01%
Sobha Ltd. 87.63%
MMTC Ltd. 85.96%
Blue Star Ltd. 82.55%
KFin Technologies Ltd. 81.54%
The analysis of stocks/ sectors mentioned should not be construed as a research report/ recommendation and the fund may or may not have exposure to these stocks/sectors currently or in the future.Highighted
stocks were present in the Nifty500 Multicap momentum Quality 50 index
The fund includes some of the top performing SMALL CAP stocks using Momentum & Quality Factors
33
CY22
Mazagon Dock Shipbuilders Ltd. 184.58%
The Fertilisers And Chem Travancore Ltd.182.13%
Karur Vysya Bank Ltd. 147.86%
UCO Bank 142.31%
Bharat Dynamics Ltd. 141.63%
RHI Magnesita India Ltd. 129.05%
The Great Eastern Shipping Company Ltd.125.13%
JK Paper Ltd. 99.68%
Rail Vikas Nigam Ltd. 96.40%
Kalyan Jewellers India Ltd. 84.73%
Lemon Tree Hotels Ltd. 83.91%
RCF Ltd. 76.57%
Godfrey Phillips India Ltd. 75.64%
IIFL Finance Ltd. 71.89%
KRBL Ltd. 61.10%
CY23
Suzlon Energy Ltd. 259.85%
NLC India Ltd. 194.25%
ITI Ltd. 193.82%
Zensar Technologies Ltd. 186.51%
JBM Auto Ltd. 184.36%
Cyient Ltd. 182.73%
Kalyan Jewellers India Ltd. 180.31%
Olectra Greentech Ltd. 172.56%
Angel One Ltd. 166.07%
SJVN Ltd. 165.52%
Sonata Software Ltd. 163.04%
Cochin Shipyard Ltd. 153.20%
Hindustan Copper Ltd. 149.64%
Housing & Urban Dev Corp Ltd. 141.50%
Birlasoft Ltd. 141.20%
CY24
Cochin Shipyard Ltd. 287.09%
Housing & Urban Dev Corp Ltd. 148.09%
Aegis Logistics Ltd. 135.53%
NBCC (India) Ltd. 122.07%
Hitachi Energy India Ltd. 120.91%
NCC Ltd. 114.73%
Motilal Oswal Fin Services Ltd. 112.14%
Godfrey Phillips India Ltd. 100.50%
Amara Raja Energy & Mobility 99.09%
Kalpataru Projects Int’l Ltd. 93.34%
Century Textiles & Industries Ltd.91.01%
Sobha Ltd. 87.63%
MMTC Ltd. 85.96%
Blue Star Ltd. 82.55%
KFin Technologies Ltd. 81.54%
The analysis of stocks/ sectors mentioned should not be construed as a research report/ recommendation and the fund may or may not have exposure to these stocks/sectors currently or in the future.Highighted
stocks were present in the Nifty500 Multicap momentum Quality 50 index
Fund Facts – Index Fund
Scheme information
Scheme type An open-ended equity index scheme replicating Nifty500 Multicap Momentum Quality 50 Index.
Investment objective
The investment objective of the scheme is to provide returns before expenses that correspond to the total returns of
the Nifty500 Multicap Momentum Quality 50 Index Fund, subject to tracking errors. There is no assurance or
guarantee that the investment objective of the Scheme will be achieved.
Benchmark Nifty500 Multicap Momentum Quality 50 - TRI
NFO Period 11
th
October,2024 – 25
th
October,2024
Minimum application Lumpsum and SIP ₹ 100/- per application & in multiples of ₹ 1/- thereafter
Fund Manager
Mr. Bharat Lahoti
Mr. Bhavesh Jain
Exit load
0.10% up to 30 days
Nil after 30 days
34
Scheme information
Scheme type An open-ended equity index scheme replicating Nifty500 Multicap Momentum Quality 50 Index.
Investment objective
The investment objective of the scheme is to provide returns before expenses that correspond to the total returns of
the Nifty500 Multicap Momentum Quality 50 Index Fund, subject to tracking errors. There is no assurance or
guarantee that the investment objective of the Scheme will be achieved.
Benchmark Nifty500 Multicap Momentum Quality 50 - TRI
NFO Period 11
th
October,2024 – 25
th
October,2024
Minimum application Lumpsum and SIP ₹ 100/- per application & in multiples of ₹ 1/- thereafter
Fund Manager
Mr. Bharat Lahoti
Mr. Bhavesh Jain
Exit load
0.10% up to 30 days
Nil after 30 days
34
Fund Facts - ETF
For more detail, refer the SID. 35
Scheme information
Scheme type
An open-ended exchange traded scheme replicating/tracking Nifty500 Multicap Momentum Quality 50 Total Return
Index.
Investment objective
The investment objective of the scheme is to generate returns that are in line with the performance of the Nifty500
Multicap Momentum Quality 50 Total Return Index, subject to tracking errors. There is no assurance or guarantee that
the investment objective of the scheme will be achieved.
NFO Period 11
th
Oct 2024 – 25
th
Oct 2024
Benchmark Nifty500 Multicap Momentum Quality 50 - TRI
NAV/unit size 1/1000th value of the Nifty500 Multicap Momentum Quality 50
Fund Manager Mr. Bhavesh Jain
Minimum Application
During the NFO: Minimum subscription amount of Rs. 5,000 and in multiples of Re. 1 thereafter. There is no upper
limit. Units will be allotted in whole figures and the balance amount will be refunded.
Ongoing basis: Units can be subscribed/ redeemed (in lots of 1 Unit) during the trading hours on all trading days on
the NSE on which the units are listed.
Large investors can make application for subscription/ redemption directly with the AMC in creation unit size (25,000
units) pursuant to minimum requirement of Rs. 25 crore.
Market maker can provide an application for any amount directly with the AMC in creation unit size (25,000 units).
Exit load Nil
For more detail, refer the SID. 35
Scheme information
Scheme type
An open-ended exchange traded scheme replicating/tracking Nifty500 Multicap Momentum Quality 50 Total Return
Index.
Investment objective
The investment objective of the scheme is to generate returns that are in line with the performance of the Nifty500
Multicap Momentum Quality 50 Total Return Index, subject to tracking errors. There is no assurance or guarantee that
the investment objective of the scheme will be achieved.
NFO Period 11
th
Oct 2024 – 25
th
Oct 2024
Benchmark Nifty500 Multicap Momentum Quality 50 - TRI
NAV/unit size 1/1000th value of the Nifty500 Multicap Momentum Quality 50
Fund Manager Mr. Bhavesh Jain
Minimum Application
During the NFO: Minimum subscription amount of Rs. 5,000 and in multiples of Re. 1 thereafter. There is no upper
limit. Units will be allotted in whole figures and the balance amount will be refunded.
Ongoing basis: Units can be subscribed/ redeemed (in lots of 1 Unit) during the trading hours on all trading days on
the NSE on which the units are listed.
Large investors can make application for subscription/ redemption directly with the AMC in creation unit size (25,000
units) pursuant to minimum requirement of Rs. 25 crore.
Market maker can provide an application for any amount directly with the AMC in creation unit size (25,000 units).
Exit load Nil
Riskometer & Disclaimers
This document is for information purposes and private circulation only and is not an offer to sell or a solicitation to buy any mutual fund units/ securities or to have business relations with
Sponsor/ AMC/ Trustee Company and its associates or Edelweiss Mutual Fund. These views alone are not sufficient and should not be used for the development or implementation of an
investment strategy. All opinions, figures and estimates included in this document (unless as specified in the document) are as of this date and are subject to change without notice. It should
not be construed as investment advice to any party. Neither Sponsor/ AMC/ Trustee Company and its associates nor Edelweiss Mutual Fund or any person connected with it, accepts any
liability arising from the use of this information. Utmost care has been exercised while preparing the document, and Sponsor/ AMC/ Trustee Company and its associates or Edelweiss Mutual
Fund does not warrant the completeness or accuracy of the information and disclaims all liabilities, losses and damages arising out of the use of this information. The recipient of this
material should rely on their investigations and take their own professional advice. Investment decisions of the AMC may not always be profitable.
Mutual Fund investments are subject to market risks, read all scheme related documents carefully.
Scheme Risk-o-meter Benchmark Risk-o-meter
Investors understand that their principal will be at Very High risk Nifty500 Multicap Momentum Quality 50 - TRI
Theseproductaresuitableforinvestorswhoareseeking^:
•Long term capital appreciation
•Passive Investment in equity and equity related securities replicating the composition of Nifty500 Multicap Momentum Quality 50
Index, subject to tracking errors.
^Investors should consult their financial advisers if in doubt about whether the product is suitable for them.
This document is for information purposes and private circulation only and is not an offer to sell or a solicitation to buy any mutual fund units/ securities or to have business relations with
Sponsor/ AMC/ Trustee Company and its associates or Edelweiss Mutual Fund. These views alone are not sufficient and should not be used for the development or implementation of an
investment strategy. All opinions, figures and estimates included in this document (unless as specified in the document) are as of this date and are subject to change without notice. It should
not be construed as investment advice to any party. Neither Sponsor/ AMC/ Trustee Company and its associates nor Edelweiss Mutual Fund or any person connected with it, accepts any
liability arising from the use of this information. Utmost care has been exercised while preparing the document, and Sponsor/ AMC/ Trustee Company and its associates or Edelweiss Mutual
Fund does not warrant the completeness or accuracy of the information and disclaims all liabilities, losses and damages arising out of the use of this information. The recipient of this
material should rely on their investigations and take their own professional advice. Investment decisions of the AMC may not always be profitable.
Mutual Fund investments are subject to market risks, read all scheme related documents carefully.
Scheme Risk-o-meter Benchmark Risk-o-meter
Investors understand that their principal will be at Very High risk Nifty500 Multicap Momentum Quality 50 - TRI
Theseproductaresuitableforinvestorswhoareseeking^:
•Long term capital appreciation
•Passive Investment in equity and equity related securities replicating the composition of Nifty500 Multicap Momentum Quality 50
Index, subject to tracking errors.
^Investors should consult their financial advisers if in doubt about whether the product is suitable for them.
Thank you!
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