Indian Institutional Market (NSE / BSE / RBI)
SEBI AIF Cat II/IIIOptimizing INR capital across Nifty 50, G-Sec bonds, Gold & TREPS cash buffer.
Total Capital (INR AUM)
₹100.00 CrINR
+14.8% YTDAlpha vs NIFTY 50
Expected Annual Return
+12.40%p.a.
Sharpe: 1.58Mean-CVaR Optimized
Conditional VaR (99% / 10d)
3.28%max
Within Risk BudgetCap: 6.00%
Cash Buffer (LIQUIDBEES / TREPS)
₹10.00 Cr
Yield: 6.50% (RBI Repo)
Portfolio Growth vs NIFTY 50 (NSE Benchmark)
NSE Real TicksDynamic cumulative performance indexed to base 10,000
Current (Dec):
₹12,240vsNIFTY ₹11,520
+6.25% Alpha(+₹720)
Dynamic Alpha: +3.24%Tracking Error: 1.75%Market Beta: 0.85
Domestic Institutional Vault
Engine Active
Circuit Breaker Status
NORMAL
Drawdown at 2.40% (SEBI / RBI Breaker Ceiling 8.00%)
Rebalance Mode
AUTONOMOUS
Liquidity Horizon
RBI LCR > 100%
Risk Buffer Utilization30.0% Consumed
Current: 2.40% DDBreaker: 8.00%
Rebalance Clock
14m ago (TWAP)
Regulatory Mandate
100% Compliant
Indian Market Sensors & Macro Telemetry (NSE / BSE / RBI)
Live Feed ActiveReal-time benchmark quotes, sovereign bond yields, currency rates, and volatility sensors
NSE / BSE Benchmark QuotesNSE OfficialReal-Time Indian Market Data
NIFTY 50+0.10%
23,897.7
NSE Benchmark
SENSEX+0.48%
76,515.43
BSE Benchmark
RELIANCE+1.50%
1,322
Energy & Conglomerate
HDFCBANK+0.77%
712.1
Private Bank Core
GOLDBEES+0.35%
62.8
NSE Gold ETF
USD / INR₹84.10
84.1
Forex Exchange
Macroeconomic & Cross-Market Risk TelemetryRBI + NSE + Yahoo Finance + Finnhub
India VIX VolatilityCALM (<15)
10.68
NSE Domestic Fear Gauge
RBI Repo RateMonetary Policy
6.50%
Indian Risk-Free Rate
India 10-Yr G-SecSovereign YTM
6.85%
RBI Clearing Corp (CCIL)
Nifty vs S&P 500Correlation
+0.64
Global Contagion Beta
FPI Net InstitutionalMonthly
+₹1,420 Cr
Foreign Capital Inflows
Domestic Indian Portfolio Allocation (₹100 Cr AUM)
SEBI compliant asset weights across Indian Large Caps, G-Sec, and Liquid TREPS
NI
NIFTY 50(Nippon India Nifty 50 BeES)
Large Cap EquityLH: 10dRisk Contrib: 54.2%
₹35.00 Cr
35.0% Weight(₹1,262.40)
HD
HDFCBANK(HDFC Bank Ltd (Financial Core))
Banking AnchorLH: 10dRisk Contrib: 22.5%
₹15.00 Cr
15.0% Weight(₹712.1)
10
10Y G-SEC(Govt of India 10-Yr Sovereign Bond)
Sovereign DebtLH: 20dRisk Contrib: 1.4%
₹20.00 Cr
20.0% Weight(6.85% YTM)
GO
GOLDBEES(Nippon India Gold BeES)
Commodity HedgeLH: 20dRisk Contrib: 4.1%
₹10.00 Cr
10.0% Weight(₹62.80)
RE
RELIANCE(Reliance Industries Ltd)
Energy / TelecomLH: 10dRisk Contrib: 17.2%
₹10.00 Cr
10.0% Weight(₹1322)
LI
LIQUIDBEES(Nippon Liquid BeES (TREPS Cash))
Overnight CashLH: 1dRisk Contrib: 0.1%
₹10.00 Cr
10.0% Weight(₹1,000.00)
Daily Execution Volume
NSE Smart Order Routing (SOR)
Fill Rate
99.4%
Zero fill rejections
Slippage
0.82 bps
< 1.5 bps ceiling
Primary Venue
NSE Co-Loc
Direct DMA feed
Settlement
T+1 DvP
SEBI clearing corp
CVaR Budget Consumption3.28% / 6.00%
Drawdown Circuit Breaker2.40% / 8.00%