NSE Indices launches two new multi asset indices

NSE Indices Limited, a wholly owned subsidiary of NSE, today launched two new multi asset indices namely :

1) Nifty Multi Asset – Equity : Arbitrage : REITs/InvITs (50:40:10)
2) Nifty Multi Asset – Equity : Debt : Arbitrage : REITs/InvITs (50:20:20:10)

The Nifty Multi Asset indices are designed to measure the performance of portfolios having exposure to multiple asset classes including equity, debt and REITs/InvITs coupled with arbitrage strategy (longshort strategy on Nifty 50 index) in varying proportions.

The Nifty Multi Asset – Equity : Arbitrage : REITs/InvITs (50:40:10) index has 50% exposure to Nifty 500 (Equity) , 40% exposure to Nifty 50 Arbitrage (Arbitrage) and 10% exposure to Nifty REITs & InvITs (REITs/InvITs) index.

The Nifty Multi Asset – Equity : Debt : Arbitrage : REITs/InvITs (50:20:20:10) index has 50% exposure to Nifty 500 (Equity), 20% exposure to Nifty Medium Duration Debt index (Debt), 20% exposure to Nifty 50 Arbitrage (Arbitrage) and 10% exposure to the Nifty REITs & InvITs (REITs/InvITs) index.

The Nifty Multi Asset indices have a base date of July 01, 2019 and a base value of 1000. The weights are rebalanced on a monthly basis on the 1st working day of the month.

The indices are expected to appeal to investors looking to invest in multi asset funds with exposure to equity and debt portfolio. These indices are expected to act as a benchmark for asset managers.