Smart-Beta Model Portfolio
A rules-based equity model portfolio using factor-driven ETFs (such as value, quality and low volatility) across large and mid-cap segments. Designed to enhance long-term returns versus traditional market-cap indices.
- Have a long-term investment horizon of 5 years or more
- Are comfortable with equity market volatility and interim drawdowns
- Seek diversified factor exposure beyond traditional index funds/ETFs
Objective & high-level investment philosophy
The Smart-Beta Model Portfolio aims to generate long-term capital appreciation by combining multiple equity factor ETFs such as value, quality and low volatility across large and mid-cap segments. The portfolio seeks to diversify sources of return and reduce reliance on a single broad-market index.
At a high level, the portfolio:
- Uses rules-based factor indices instead of discretionary stock selection.
- Combines complementary factors to balance risk and return over a full market cycle.
- Maintains exposure across large- and mid-cap segments to participate in broad market growth.
For detailed methodology, back-tested performance and ETF-level allocations, please login or create an account.
Unlock full portfolio details
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- ETF-wise weights and allocation breakdowns
- Full performance history and rolling return analysis
- Detailed model methodology, rebalancing rules and assumptions
- Downloadable factsheets and portfolio notes
Access is intended for financial advisors, distributors and informed investors who wish to evaluate and implement model portfolios in a consistent manner.
Key performance & risk metrics
Summary metrics for the Smart-Beta Model Portfolio compared with its benchmark. Figures below are illustrative and assume timely rebalancing as per the model rules.
Model (as of 30 Sep 2025):
- 1Y CAGR: 13.5%
- 3Y CAGR: 14.2% · Since inception: 13.1% p.a.
- Max drawdown: −18.7% · 3Y volatility: 13.5%
- Sharpe ratio (3Y): 0.92
- Benchmark (Nifty 200 TRI) 3Y CAGR: 11.8% p.a.
Underlying ETFs & allocation
Detailed ETF-level information, including tickers, weights and roles within the portfolio.
Mirae Asset Nifty 100 Value 30 ETF – 25% · Value tilt
Mirae Asset Quality Leaders ETF – 25% · Quality exposure
Mirae Asset Low Volatility ETF – 20% · Risk dampener
Mirae Asset Nifty Midcap 150 ETF – 15% · Midcap growth
Mirae Asset Nifty 50 ETF – 15% · Core largecap anchor
Detailed methodology & rules
Universe & instruments: Mirae Asset equity ETFs on NSE/BSE.
Allocation framework: Strategic allocation across factors and broad market indices with defined target weights.
Rebalancing: Semi-annual, with tolerance bands.
Back-test assumptions: No transaction costs, rebalance at month-end levels, full deployment.
Implementation, downloads & history
Once logged in, advisors can download portfolio factsheets, methodology notes and rebalance summaries, and access implementation guidance for client portfolios.
Important information & disclaimers
- This Model Portfolio is an investment framework and not a mutual fund scheme or exchange-traded product by itself. Investors implement the model by investing in the underlying ETFs.
- Performance numbers (where shown) may be based on back-tested or modelled data and are provided for illustration only. Back-tested results have inherent limitations and do not reflect actual trading or investor experience.
- Past performance is not indicative or a guarantee of future results. Investments in equity markets are subject to market risks, including possible loss of principal.
- Model performance assumes full and timely implementation of suggested allocations and rebalancing. Actual investor returns may differ based on timing, costs, taxes and other factors.
- Investors should consult their financial advisor and consider their own risk profile, financial situation and objectives before implementing any Model Portfolio.