NJ Multi Factor+ Model is created by combining all the four single factor models and equally allocating among all. The weights are rebalanced on a half yearly basis.
Source: Internal research, Bloomberg, CMIE, National Stock Exchange, NJ’s Smart Beta Platform (in-house proprietary model of NJAMC). Calculations are for the period 30th September 2006 to 31st December 2024. NJ Multifactor+ Model is an in-house proprietary methodology developed by NJ Asset Management Private Limited. The methodology will keep evolving with new insight based on the ongoing research and will be updated accordingly from time to time. Past performance may or may not be sustained in future and is not an indication of future return. The above is only for illustration purposes and should not be construed as indicative return of offering of NJ Asset Management Private Limited.
| |
10-Year Median
Rolling Return (%) |
10-Year Rolling
Volatility (%) |
Return-to-Risk
Ratio (x) |
Drawdown (%) |
| NJ Multi-Factor+ |
18.67 |
4.66 |
4.01 |
-57.56 |
| Nifty 500 TRI |
13.04 |
5.60 |
2.33 |
-63.71 |
Source: Internal research, Bloomberg, National Stock Exchange, NJ’s Smart Beta Platform (in-house proprietary model of NJAMC). Calculations are for the period 30th September 2006 to 31st December 2024. NJ Multifactor+ Model is an in-house proprietary methodology developed by NJ Asset Management Private Limited. The methodology will keep evolving with new insight based on the ongoing research and will be updated accordingly from time to time. Past performance may or may not be sustained in future and is not an indication of future return. The above is only for illustration purposes and should not be construed as indicative return of offering of NJ Asset Management Private Limited.
Source: Internal research, Bloomberg, CMIE, National Stock Exchange of India, NJ’s Smart Beta Platform (in-house proprietary model of NJAMC). 5-Yr CAGRs are calculated for the period 30th September 2006 to 31st December 2024 and have been rolled on a daily basis. Past performance may or may not be sustained in future and is not indication of future return. NJ Multifactor+ Model is a proprietary methodology developed by NJ Asset Management Private Limited. The methodology will keep evolving with new insight based on the ongoing research and will be updated accordingly from time to time.
Source: Internal research, Bloomberg, CMIE, National Stock Exchange of India, NJ’s Smart Beta Platform (in-house proprietary model of NJAMC). 10-Yr CAGRs are calculated for the period 30th September 2006 to 31st December 2024 and have been rolled on a daily basis. Past performance may or may not be sustained in future and is not indication of future return. NJ Multifactor+ Model is a proprietary methodology developed by NJ Asset Management Private Limited. The methodology will keep evolving with new insight based on the ongoing research and will be updated accordingly from time to time.
