White Oak India Business Leaders PMS is a long-only balanced investment approach of select companies agnostic to benchmark S&P BSE 200; which seeks to generate alpha through bottom-up stock selection, based on intensive fundamental research and a proprietary rigorous analytical framework.
The objective of the strategy is to achieve long term capital appreciation by primarily investing in top 200 ‘listed securities’ by market capitalization in India. The investment strategy is long only with a bottom-up stock selection approach. The investment philosophy is, that outsized returns are earned over time by investing in great businesses at attractive values. A great business, in our view, is one that is well managed, scalable, and generates superior returns on incremental capital. Valuation is attractive when the current market price is at a substantial discount to intrinsic value.
Our investment team has a strong performance-first culture with an objective of generating sustained capital appreciation through strong returns over time.
Performance as on: January 31st, 2023
|Portfolio Performance||Jan 2023||2022||Part 2021||Inception CAGR||Inception Cumulative|
|S&P BSE 200 TRI||-3.5||5.7||25.4||12.9||27.8|
|S&P BSE 100 LargeCap||-3.7||5.5||23.4||11.8||25.4|
|S&P BSE 150 MidCap||-2.1||3.6||42.8||20.1||44.9|
|S&P BSE 250 SmallCap||-2.2||-1.0||54.6||22.1||49.8|
Performance is calculated basis time weighted rate of return method net of all fees and expenses; Individual client performance may differ. Past performance is not indicative of future results. Performance shown since January 22, 2021, 2019, as client monies were managed from this date. Performance related information provided herein is not verified by SEBI. All returns and % changes are in INR terms unless otherwise stated. Returns for 1 year and less than 1 year are absolute returns, while more than 1 year are CAGR
Classification as per Securities and Exchange Board of India (SEBI) guidelines for Mutual Funds.
At White Oak Capital, the sectoral weights are an outcome of our bottom-up stock selection process.
The number inside the bars denote the number of companies in each classification
Attribution analysis is an evaluation tool used to explain sources of excess returns from a fund manager’s active investment decisions against a benchmark.
Selection Effect : The selection effect refers to the impact of the selection of specific stocks within a segment on the portfolio’s overall return. A positive selection effect occurs when the portfolio return from a particular segment is greater than the benchmark return from the same segment.
Allocation Effect : The allocation effect refers to the returns generated by allocating portfolio weights to specific segments, sectors, or industries. Positive/Negative allocation occurs when the portfolio is overweighted in a segment that outperforms/underperforms the overall benchmark and underweighted in a segment that underperforms/outperforms the overall benchmark.
|Avg Wt||Tot Return||Avg Wt||Tot Return||Selection Effect||Allocation Effect||Top Return|
Factset’s Attribution Analysis: GICS Classification. Performance is gross of fees, taxes and expenses. Performance related information provided herein is not verified by SEBI
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Cnergy, B2/B3, 6th Floor, Appasaheb Marathe
Marg, Prabhadevi, Mumbai, Maharashtra 400025.