Overview
Marcellus’ MeritorQ PMS takes a rules-based approach to screen for companies with low leverage, consistent profitability and which pass the Marcellus’s quantitative forensic accounting framework. From this list of companies, approximately 35-45 companies which are both profitable as well as relatively mispriced are selected to form the final portfolio.
The portfolio is reconstituted semi-annually based on stated portfolio construction rules, effective on the first trading date of April and October.
Key features
Fee Structure
Marcellus’ MeritorQ PMS comes with zero entry load/exit load and with no lock-in.
Regular Plan | Direct Plan | |||||
---|---|---|---|---|---|---|
Fixed | Variable | Hurdle | Fixed | Variable | Hurdle | |
Fixed only | 2% | 0% | NA | 1.5% | 0% | NA |
Backtested Performance
Period: July-2006 to Aug-2022 | BSE 500 | Strategy |
---|---|---|
CAGR(%) | 11.6 | 20.3 |
Risk (%) | 23.2 | 22 |
Downside Risk (%) | 16.9 | 16.2 |
Return/Risk | 0.5 | 0.92 |
Return/Downside Risk | 0.29 | 0.84 |
Maximum Drawdown (%) | -66.4 | -59.4 |
Rolling Returns | ||
Average 36months rolling returns | 10.2 | 21.9 |
Average 36months rolling risk | 21.3 | 20.4 |
Average 36months rolling return/risk | 0.57 | 1.22 |
FUND MANAGER
Omkar Sawant, CA
Portfolio Manager
BCom, CA
PRODUCT PRESENTATION
DOCUMENTS
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