Hdfc Asset Management Co. Ltd. · NSE:HDFCAMC
Hdfc Asset Management — Investor Presentation (July 2025)
24 slides from Hdfc Asset Management's investor presentation, July 2025
Slide 1: Add momentum to your goals
Add momentum to your goals HDFC NIFTY200 Momentum 30 Index Fund An open ended scheme replicating/tracking NIFTY200 Momentum 30 Index (TRI) For disclaimers refer slide 23
Slide 2: What is Momentum Investing?
What is Momentum Investing ? Momentum investing aims to participate in ongoing stock market trends Just like how players in good form are selected in a sports team, momentum investing selects stocks with strong recent returns with the expectation they will continue to perform well Momentum strategy
Slide 3: Stylized Illustration of momentum investing
Stylized Illustration of momentum investing: Choosing a portfolio of high momentum stocks with less volatility Downtrend Volatile uptrend Less volatile uptrend The above is an illustration for educative purposes only. HDFC AMC is not guaranteeing or forecasting stock selection. For detailed methodol
Slide 4: Understanding the Momentum Factor & Index Methodology
Understanding the Momentum Factor & Index Methodology* Passively managed strategy NIFTY200 Momentum 30 Index selects top 30 stocks from the NIFTY 200 which have high momentum i.e strong recent price performance Momentum index adapts to changing market conditions as stock market winners keep changing
Slide 5: Simplified Illustration: Choosing high Momentum Stocks
Simplified Illustration: Choosing high Momentum Stocks Returns Momentum Ratio (MR) Std. Deviation of Daily Stock Selection Returns (12 month) 50% 6 month + 6 month 12 month 6 month 12 month 50% 12 month MR A 30% 60% 17% 1.8 3.5 2.6 Yes B 20% 30% 25% 0.8 1.2 1.0 Yes C -15% 45% 21% -0.7 2.1 0.7 No D 1
Slide 6: Index adapts to changing market conditions as winners keep changing
NIFTY200 Momentum 30 Index adapts to changing market conditions as stock market winners keep changing Historical sector comparison – in % 100.0 Power Capital Goods 90.0 Oil Gas & Consumable Fuels 4.9 Automobile and Auto Components 80.0 18.4 8.7 Consumer Services Financial Chemicals 70.0 24.1 Service
Slide 7: About the NIFTY200 Momentum 30 Index
About the NIFTY200 Momentum 30 Index Top 10 constituents of NIFTY200 Momentum 30 Index The parent NIFTY 200 Index contains the largest* 100 largecaps and 100 midcaps by market cap Company Name Weightage (%) The NIFTY200 Momentum 30 Index aims to track the InterGlobe Aviation Ltd. 5.20% performance o
Slide 8: Providing exposure to largecaps and midcaps
NIFTY200 Momentum 30 Index – Providing exposure to largecaps and midcaps S.No. Company Name Large/ Midcap S.No. Company Name Large/ Midcap 1 Bajaj Finserv Ltd. Large Cap 16 Kotak Mahindra Bank Ltd. Large Cap 2 Bajaj Finance Ltd. Large Cap 17 Max Healthcare Institute Ltd. Large Cap 3 Bharat Dynamics
Slide 9: Comparative Sector Distribution
NIFTY200 Momentum 30 Index – Comparative Sector Distribution Sector NIFTY200 Momentum 30 (%) NIFTY 200 (%) Differences vs Benchmark (%) Financial Services 51.2 33.1 18.1 Chemicals 5.6 1.2 4.4 Healthcare 8.7 5.0 3.7 Services 5.2 1.6 3.6 Capital Goods 7.7 4.4 3.3 Telecommunication 5.0 3.9 1.1 Textiles
Slide 10: Performance since inception
NIFTY200 Momentum 30, NIFTY 200 and NIFTY 50 TRI – Performance since inception CAGR* as on Jun 30, 2025 50000 Indices rebased to 1000 Return Periods NIFTY200 45000 NIFTY 200 NIFTY 50 Momentum 30 40000 NIFTY200 Momentum 30 TRI (19.9% CAGR*) TRI TRI TRI 35000 NIFTY 200 TRI (14.7% CAGR*) 1 year -8.8% 6
Slide 11: FY Performance
NIFTY200 Momentum 30, NIFTY 200 and NIFTY 50 TRI – FY Performance NIFTY200 NIFTY 200 TRI NIFTY 50 TRI Market Situation Momentum 30 TRI FY06 79.7% 63.7% 67.4% FY07 4.7% 11.0% 14.3% Market peak before Global Financial Crisis Heatmap Key Rank 1 Rank 2 Rank 3 FY08 40.9% 23.5% 25.1% FY09 -34.9% -38.5% -3
Slide 12: Rolling Returns
NIFTY200 Momentum 30, NIFTY 200 and NIFTY 50 TRI – Rolling Returns Average Rolling Returns Std. Deviation of Rolling Returns Return-Risk Ratio Return Periods NIFTY200 NIFTY200 NIFTY200 Momentum 30 NIFTY 200 NIFTY 50 Momentum 30 NIFTY 200 NIFTY 50 Momentum 30 NIFTY 200 NIFTY 50 TRI TRI TRI TRI TRI TR
Slide 13: Presenting HDFC NIFTY200 Momentum 30 Index Fund
Presenting HDFC NIFTY200 Momentum 30 Index Fund An open ended scheme replicating/tracking NIFTY200 Momentum 30 Total Returns Index (TRI) For disclaimers For disclaimers refer refer slide slide 22 23 13/24
Slide 14: Why invest in HDFC NIFTY200 Momentum 30 Index Fund?
Why invest in HDFC NIFTY200 Momentum 30 Index Fund? Growth Potential Rules based Dynamic Strategy Lower Cost & transparent NIFTY200 Momentum Ideal vehicle for Endeavors to provide better risk-adjusted Stock selection and 30 Index adapts to long-term investment returns than market cap weightage deter
Slide 15: Who should invest? What are the key risks?
Who should invest? What are the key risks? The HDFC NIFTY200 Momentum 30 Index Fund could be suitable for investors who: Prefer low-cost index exposure to the Momentum factor, which endeavors to outperform broad market indices Have a high volatility tolerance Key Risks Index constituents are selecte
Slide 16: HDFC AMC: Key Strengths in Passives
HDFC AMC: Key Strengths in Passives Trusted for over 20 years in Wide Product Range One of the largest funds Index Solutions across several categories: 19 ETFs, 26 Index Funds & HDFC AMC has been a trusted fund 3 FoFs including: Market-cap based Index Funds manager in Index Solutions for Market-cap
Slide 17: Fund Facts
Fund Facts: HDFC NIFTY200 Momentum 30 Index Fund HDFC NIFTY200 Momentum 30 Index Fund Scheme Type An open ended scheme replicating/tracking NIFTY200 Momentum 30 Index (TRI) To generate returns that are commensurate (before fees and expenses) with the performance of the Investment NIFTY200 Momentum 3
Slide 18: How will the Scheme allocate its assets?
How will the Scheme allocate its assets? Indicative allocation Instruments (% of Total Assets) Minimum Maximum Securities covered by NIFTY200 Momentum 30 Total Returns Index 95 100 (TRI) Debt Securities & Money Market Instruments, Units of 0 5 Debt Schemes of Mutual Funds@ @ investments will be made
Slide 19: Product Labeling and Riskometer
Product Labeling and Riskometer This product is suitable for investors who are seeking*: Riskometer# • Returns that are commensurate (before fees and expenses) with the performance of the NIFTY200 Momentum 30 Index (TRI), over long term, subject to tracking error. • Investment in equity securities c
Slide 20: Appendix - NIFTY200 Momentum 30 Index Methodology
Appendix - NIFTY200 Momentum 30 Index Methodology* Parameter NIFTY200 Momentum 30 Index Universe / Parent Index NIFTY 200 Eligibility criteria for the Index Stocks with F&O and listing history > 1y are eligible 12 month Momentum Ratio (MR12) = 12 month Price return / σp Metrics used to define factor
Slide 21: Appendix – Simplified Illustration: Choosing high Momentum Stocks
Appendix – Simplified Illustration: Choosing high Momentum Stocks Returns Momentum Ratio (MR) Z-Score Std. Deviation Normalized Stock of Daily Returns Momentum Selection 6 12 6 12 Combined 6 12 Weighted (12 month) Score month month month month 6 & 12 month month Avg. month MR Z-Score A 30% 60% 17% 1
Slide 22: Why Smart Beta Investing?
Why Smart Beta Investing? Endeavors to provide better Rules based & transparent Backed by extensive empirical risk-adjusted returns than Stock selection and weightage research by academic market cap weighted indices determined by index methodology researchers and index providers^ 16.7% CAGR Popular
Slide 23: Disclaimer
Disclaimer The views expressed herein are as of July 21, 2025 and are based on internal data, publicly available information and other sources believed to be reliable. Any calculations made are approximations, meant as guidelines only, which you must confirm before relying on them. The information co
Slide 24: Thank You
Thank You
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