LEAP
Building India's Leading Systematic AMC — Stability + Quality Growth, disciplined for market cycles.
Why index-hugging isn't a strategy.
Passive large-cap portfolios return exactly what the index returns. LEAP is built to select dominant businesses individually, rather than replicate benchmark weights.
Passive large-cap returns exactly the index
Index-hugging caps the upside
Mid-cap growth adds mid-cap risk
Timing the rotation is hard to repeat
Footing first, then the leap.
A leap clears ground because it's aimed. The strategy takes its footing from large-cap stability, then commits to an aimed move into select mid-cap opportunities, built to outperform the index without leaving solid footing behind.
Quality-first selection
Positions are chosen for durable free cash flows and high ROE/ROCE.
Large-cap core, mid-cap allocation
A large-cap base for stability, with a measured allocation to select mid-cap names for growth.
Liquidity-first construction
Holdings are chosen for how easily they trade, even when moving significant capital.
A quantum leap was never about size. It was always about precision.
A quantamental large and mid-cap PMS holding 25–35 stocks, built with a large-cap core and selective mid-cap positions, benchmarked against the Nifty 100. Quantamental means a quant model screens and sizes by rule, then fundamental analysts decide which names earn a place.
"Active choices, not index weights, drive enhanced returns. Data informs; fundamentals validate."
This LEAP is unique.
Stability first, growth second
A large-cap core anchors the portfolio, with a measured mid-cap layer added only for selective growth.
Active choices, not index weights
Every position is chosen on merit — quality, growth and valuation — instead of mirroring the benchmark.
Quality and liquidity screened together
Holdings must clear both fundamental quality and tradable-liquidity checks before they enter the book.
Built for smaller drawdowns
The large-cap anchor is designed to cushion corrections while still participating in up-moves.
We deploy the DELTA framework
Every holding is tested for three shifts before it earns a place in the portfolio. Is it getting better? Growing faster? And does the market still underprice it?
Delta in Quality
How well the business is run — sharper capital allocation, stronger cash flows, cleaner earnings.
Delta in Growth
How much faster it is expected to grow, ahead of its own past and its peers.
Delta in Valuations
Whether the market has caught up yet, or the business still trades below what its improving quality and growth deserve.
How LEAP builds a position
A six-step breakdown of our process.
Quant screening
A multi-factor quant model narrows the large and mid-cap universe to the strongest candidates.
Size and sector allocation
The model sets portfolio size and sector exposure within large and mid caps.
Fundamental deep-dive
Shortlisted companies go through the DELTA framework for quality, growth and valuation conviction.
Valuation and conviction-based sizing
Position size reflects valuation, risk and conviction, with liquidity considered at every step.
Active risk management
Sector, stock and portfolio exposure caps, combined with liquidity and drawdown controls.
Review, monitoring and restructure
Positions are reviewed continuously and rebalanced when a quant signal or fundamental delta demands it.
A measured risk.
In physics, a quantum leap is exact and controlled. Risk here works the same way — every move sized and bounded before capital shifts.
Position & sector caps
Single-stock and sector exposure limits keep concentration in check.
Drawdown monitoring
Portfolios are tracked against pre-set drawdown thresholds through the cycle.
Liquidity discipline
Every holding is sized to how easily it trades, even at scale.
Rules over emotion
A systematic framework governs entries, exits and rebalancing.
Should you LEAP?
Built for investors who want growth on a large-cap foundation.
Investors seeking large-cap stability with a selective mid-cap growth layer.
Those who want active, research-led stock selection over passive index-hugging.
Comfortable staying invested through market cycles for the medium term.
FAQs.
Quant discipline meets
fundamental insight.
Institutional-grade portfolios designed for consistent alpha and managed risk, across every cycle.