Alpha in the Details: Mastering Factor Tilts and Global Diversification in India

Alpha in the Details: Mastering Factor Tilts and Global Diversification in India With India’s structural growth story attracting unprecedented domestic institutional flows (DIIs), the mandate for buyside managers—across Mutual Funds, PMS, and AIFs—has shifted. The challenge is no longer just capturing broad market beta, but consistently generating high-conviction, risk-adjusted alpha. As valuations demand scrutiny, managing active factor exposures and mitigating global macro cross-currents is vital. Indian portfolio managers must navigate persistent USDINR depreciation, commodity price volatility, and global macroeconomic shifts while maintaining strict risk controls. This webinar delivers practical, institutional-grade workflows to construct, optimize, and defend resilient portfolios tailored specifically for the Indian market. Key Discussion Areas Demystify Factor Performance : Isolate and evaluate the precise style, value, momentum, and quality factors driving your active returns within the Indian market. Multi-Factor Stress Testing : Run advanced, custom shock scenarios. See how your portfolio reacts to simultaneous hits from currency depreciation, energy spikes, and structural labor shifts. Core-Satellite ETF Structuring : Construct a robust cross-border allocation framework using India as the Core portfolio, while integrating Global ETFs as Satellites to hedge FX risk—all while programmatically maintaining your target factor tilts. Thematic Alpha vs. Passive Beta: Move from broad index exposure to high-conviction thematic baskets, specifically targeting Domestic Consumption vs. Anti-AI Exporters. Go beyond theoretical asset allocation. Learn how to combine sophisticated portfolio analytics with flexible quantitative modeling to optimize factor tilts, seamlessly integrate global diversification, and demonstrate robust downside protection to your investment committees and clients.