Shubham Satyarth

Active, Passive and Smart Beta: Part 1 – An Introduction

Learn about the world of investing methodologies. From Active to Passive and the rise of Smart Beta strategies, discover how they fit into the investment landscape. Compare their features, understand the concept of Smart Beta, and explore the benefits and costs associated with each style.

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Active, Passive and Smart Beta: Part 2 – Active vs Passive Investing

This blog analyses the performance of actively managed Mutual Funds using the Capital Asset Pricing Model (CAPM). The analysis reveals the challenges of consistently delivering positive alpha. The blog also provides insights into the active vs. passive debate.

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Active, Passive and Smart Beta: Part 5 – Smart Beta Strategies

Learn how Smart Beta strategies aim to harvest factor risk premiums beyond the market risk premium through transparent and rule-based approaches. Explore different examples of Smart Beta strategies, from single-factor indices to multi-factor portfolios, and understand the importance of systematic factors in constructing effective Smart Beta strategies.

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Active, Passive and Smart Beta: Part 4 – Systematic Factors and Risk Premium

Explore systematic factors such as size, value, momentum, and low-volatility on Active, Passive, and Smart Beta strategies. Analyze historical risk premiums of these factors in both the US and Indian markets and gain insights into their potential future risk premiums. Discover how these factors serve as the foundation of Smart Beta strategies and their significance in optimal factor allocation for investors.

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Active, Passive and Smart Beta: Part 3 – From Assets to Factors

Learn about the concept of factor theory in the context of smart beta strategies. Understand how systematic risk factors form the building blocks of smart beta approaches, providing investors with a deeper understanding of risk and return.

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