Step 1
WN Quant
Our WNQuant Algo analyzes over 4000 mutual funds across 24 quantitative parameters to ensure optimal performance
Performance Parameters
- Rolling Returns and Alpha
- Upward Capture Ratio
- Upward Capture Ratio
Risk – Return Parameters
- Sharpe Ratio (Risk Adjusted Return)
- Sortino Ratio (Downside Risk Adjusted Return)
- Treynor Ratio (Systematic Risk Adjusted Return)
Step 2
Quantification of Expertise
Quantifies Fund Manager’s expertise to generate incremental returns over the benchmark
- Returns due to Net Selectivity
- Returns due to Asset Allocation
- Returns due to Market
Step 2
Quantification of Expertise
Step 3
Qualitative Evaluation
A thorough analysis of the fund basis quality of its team and its underlyings.
- Liquidity
- Assets’ Quality
- Fund Management Team
- Corpus of the Fund
Step 3
Qualitative Evaluation
Step 4
Simulation and Back Testing
Testing the robustness of the portfolio during phases of crisis.
- Back Testing
- Cycles of Extreme
- 10 years / 40 Quarters
- 2020 Pandemic, 2008 Global Crisis
Step 4
Simulation and Back Testing
Step 5
WN Basket
Pre-Curated Basket of Mutual Funds for Different Needs, Risk Profiles & Time Horizons
- Uniform Advisory
- Better Tracking
- Higher Digit Alpha
- Higher Sharpe Ratio
Step 5
WN Basket
