Angel One Nifty 1D Rate Liquid ETF - Growth Units Exchange Traded Fund · NSE:AONELIQUID
Angel One Nifty 1D Rate Liquid ETF - Growth Units Exchange Traded Fund — Angel One Mutual Fund — Investor Presentation (November 2025)
29 slides from Angel One Nifty 1D Rate Liquid ETF - Growth Units Exchange Traded Fund's investor presentation, Nov 3, 2025
Slide 1: Angel One Nifty Total Market Momentum Quality 50 ETF
New Fund Offer Angel One Nifty Total Market Momentum Quality 50 ETF (An open-ended scheme replicating/tracking Nifty Total Market Momentum Quality 50 Index) NFO Opens on : 3rd November 2025 NFO Closes on : 17th November 2025 1
Slide 2: Factor Investing – A Smarter Way to Capture Market Breadth
Factor Investing – A Smarter Way to Capture Market Breadth 2
Slide 3: What is Factor based Index Investing?
What is Factor based Index Investing? Characteristics Passive Investing Factor based Index Investing Active Investing Rule based Rule based Stock picking by Fund Investing Style (Marketcap weighted) (Factor selection) Manager Stock Selection Risk Low Low to Moderate High Fund Manager Risk No No Yes
Slide 4: Popular Factors in India
Popular Factors in India • Tends to capture stocks having a price Momentum uptrend • Aims to capture stocks which have strong Quality fundamentals • Stocks having lower volatility in terms of Low Volatility price movement • Captures stocks which are relatively Value undervalued 4
Slide 5: Significance of Multi-factor Investing
Significance of Multi-factor Investing Low Momentum Quality Value Volatility ✓ Returns fueled by price ✓ Fundamentally strong ✓ Undervalued companies ✓ Reduces risks during momentum companies Risk of Value Trap market downturns Lacks Fundamental support May require time to reflect Can stay u
Slide 6: Momentum & Quality – A Balanced Approach to Multifactor Investing
Momentum & Quality – A Balanced Approach to Multifactor Investing ✓ Captures stock showing rising momentum Momentum Quality ✓ Focus on fundamentally strong companies ✓ Mitigates the risk of hype- driven stocks ✓ Relatively better performance, A Combination of compared to single factor Technical Attr
Slide 7: Index with Momentum & Quality
Nifty Total Market Index with Momentum & Quality ~94% Coverage In terms of full market cap across 750 stocks 100 Largecaps MOMENTUM 750 SMART 250 150 & Microcaps Stocks Midcaps INVESTING QUALITY 250 Smallcaps Applying Momentum & Quality factors on market universe*, provides investors exposure to top
Slide 8: Nifty Total Market Momentum Quality 50 Index
Nifty Total Market Momentum Quality 50 Index (Nifty TMMQ50 Index) 8
Slide 9: Index Methodology
Index Methodology Universe • Nifty Total Market Index • Non-F&O stocks hitting upper or lower circuit atleast 20% of the no. of trading days in past 6 months Exclusions • Percentage pledged promoter’s shares greater than 20% • Bottom 10 percentile stocks based on 6 month average daily turnover & bas
Slide 10: Index Methodology: Index Constituents Selection Criteria
Index Methodology Index Constituents Selection Criteria Momentum Quality (50% Weight) (50% Weight) 6 Month Momentum Ratio* Return on Equity (ROE) (50% Weight) (33.33% Weight) 12 Month Momentum Ratio* Debt-to-Equity (D/E) Ratio^ (50% Weight) (33.33% Weight) EPS Growth variability (33.33% Weight) Top
Slide 11: Nifty TMMQ50 Index – Market Cap Segment Allocation
Nifty TMMQ50 Index – Market Cap Segment Allocation 0 2 0 00 0 0 20 2 22 00 2 2 00 0 2 22 00 2 20 0 0 2 2 2 2 2 00 un 2022 ec 2022 un 202 ec 202 un 202 ec 202 un 202 ct 202 arge Cap M d Cap Small cap M cro Cap Market Cap Segment allocation is dynamic in nature, capturing the market trends Source: NSE
Slide 12: Nifty TMMQ50 Index – Shifts in Sector trends
Nifty TMMQ50 Index – Shifts in Sector trends Dynamic rotation of sector captured using combination of Momentum and Quality factors Source: NSE Indices Limited | Sector Allocation as per AMFI classification as on end of June and December 2022-2025 & 15th October 2025 The above sectors represent Nifty
Slide 13: Market Cap Segment Allocation with other key indices
Market Cap Segment Allocation with other key indices Nifty TMMQ50 Index captures Momentum & Quality stocks across market caps Source: NSE Indices Limited | Data as on 15th October 2025 Market Cap Segments are based on categorisation used by NSE Indices Limited; Nifty 100 = Large Cap, Nifty Midcap 15
Slide 14: Sector Allocation with other key indices
Sector Allocation with other key indices Nifty Total Market Momentum Quality 50 Index spans across 15 sectors, as against 22 sectors in its parent index, i.e. Nifty Total Market Index Source: NSE Indices Limited | Sector Allocation as per AMFI classification As on 30 th September 2025 | Data as on 1
Slide 15: Rolling Returns Summary – Nifty TMMQ50 Index vs Broad Market Indices
Rolling Returns Summary – Nifty TMMQ50 Index vs Broad Market Indices Performance Summary based on Rolling Returns (%) Based on 1 Yr RR Based on 3 Yr RR Based on 5 Yr RR Based on 10 Yr RR Index Name Average Std.Deviation Average Std.Deviation Average Std.Deviation Average Std.Deviation Nifty 50 TRI 1
Slide 16: Rolling Returns Summary – Nifty TMMQ50 Index vs Single Factor Broad Indices
Rolling Returns Summary – Nifty TMMQ50 Index vs Single Factor Broad Indices Performance Summary based on Rolling Returns (%) Based on 1 Yr RR Based on 3 Yr RR Based on 5 Yr RR Based on 10 Yr RR Index Name Average Std.Deviation Average Std.Deviation Average Std.Deviation Average Std.Deviation Nifty50
Slide 17: Drawdown Analysis – Single Factor & Broad Market Indices
Drawdown Analysis – Single Factor & Broad Market Indices Single Factor Broad Indices Broad Market Indices 0% 0% -10% -10% -20% -20% -30% Drawdown (%) -30% Drawdown (%) -40% -40% -50% -50% -60% -70% -60% -80% -70% -90% Jun-13 Dec-16 Nov-05 Jun-06 Oct-08 Dec-09 Nov-12 Oct-15 Nov-19 Jun-20 Oct-22 Dec-2
Slide 18: SIP Performance – Nifty TMMQ50 vs Nifty vs Nifty Total Market
SIP Performance – Nifty TMMQ50 vs Nifty 50 vs Nifty Total Market Nifty Total Market Momentum Quality 50 Index has performed relatively better than popular broad market indices Source: MFI | SIP- Systematic Investment Plan | TRI- Total Return Index Notes:1) Assuming SIP installment of Rs. 25,000 on 5
Slide 19: Index Constituents
Index Constituents Large Cap: 39.7% | Mid Cap: 38.0% | Small Cap: 17.3% | Micro Cap: 5.0% (6 Stocks) (13 Stocks) (21 Stocks) (10 Stocks) Source: NSE Indices Ltd. | Sector classification as on 30th September 2025 as per AMFI | The stocks and sector allocation may or may not be part of the portfolio i
Slide 20: Angel One Momentum Quality ETF (AOTMMQ ETF)
Angel One Nifty Total Market Momentum Quality 50 ETF (AOTMMQ 50 ETF) 20
Slide 21: Benefits of Investing in AOTMMQ ETF
Benefits of Investing in AOTMMQ 50 ETF Top 50 stocks based on Momentum & Quality scores from 750 stocks of Wider Coverage Nifty Total Market Index across market caps Rule-based investing with potential movers (Momentum) backed by good Multi-factor fundamentals (Quality) Relatively better performance
Slide 22: Key Features of AOTMMQ ETF
Key Features of AOTMMQ 50 ETF NFO Period 3rd November 2025 to 17th November 2025 Benchmark Index Nifty Total Market Momentum Quality 50 TRI Fund Managers Mr. Mehul Dama & Mr. Kewal Shah Listing Units to be listed on NSE within 5 working days from the date of allotment Entry Load : NA Load Structure
Slide 23: Product label
Product label The product labelling assigned during the NFO is based on internal assessment of the scheme characteristics or model portfolio and the same may vary post NFO when the actual investments are made 23
Slide 24: Disclaimers
Disclaimers Disclaimers NSE Indices Ltd.: The Angel One Nifty Total Market Momentum Quality 50 ETF offered by Angel One Asset Management Company Limited or its affiliates is not sponsored, endorsed, sold or promoted by NSE INDICES LTD and its affiliates. NSE INDICES LTD and its affiliates do not mak
Slide 25: Thank you for your time!
Thank you for your time! CL00137 25
Slide 26: Annexures
EN One Mutual Fund 26
Slide 27: Point to Point Performance – TTMQ50 vs Broad Market Indices vs Single Factor Broad Indices
Point to Point Performance – TTMQ50 vs Broad Market Indices vs Single Factor Broad Indices Source: MFI | TRI – Total Return Index Past performance is not indicative of future returns and may or may not be sustained in future. The performance figures pertain to the respective indices and do not in an
Slide 28: Rolling Returns Buckets – Nifty TMMQ50 vs Nifty vs Nifty Total Market
Rolling Returns Buckets – Nifty TMMQ50 vs Nifty 50 vs Nifty Total Market Breakup Summary of Rolling Returns Nifty Total Market Nifty Total Market Nifty Total Market Nifty Total Market Particulars Momentum Nifty 50 TRI Particulars Momentum Nifty 50 TRI TRI TRI Quality 50 TRI Quality 50 TRI 1 Year Rol
Slide 29: Rolling Returns Buckets – Nifty TMMQ50 vs Single Factor Broad Indices
Rolling Returns Buckets – Nifty TMMQ50 vs Single Factor Broad Indices Breakup Summary of Rolling Returns Nifty Total Nifty Total Nifty500 Nifty500 Market Nifty500 Quality NIFTY 500 Value Nifty500 Low Market Nifty500 Quality NIFTY 500 Value Nifty500 Low Particulars Momentum 50 Particulars Momentum 50
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