Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs ASK Life Portfolio
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
ASK Life Portfolio
Return for the risk
3 yrs return
-5%
0%
5%
10%
15%
20%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
0.27%
2.82%
6 Months
−2.30%
−7.08%
1 Year
1.68%
−4.02%
3 Years
13.91%
1.10%
5 Years
—
2.02%
Since Inception
14.05%
13.04%
Fund Age
3 yrs 10 mo
17 yrs 10 mo
AUM
₹53.78 Cr
₹50.53 Cr
Alpha – 1 Year
−3.04%
−3.59%
Alpha – 3 Years
1.82%
−7.46%
Information Ratio – 3 Years
0.34
-1.28
Volatility – 1 Year
15.80%
16.65%
Volatility – 3 Years
15.64%
15.47%
Beta – 1 Year
0.86
1.04
Beta – 3 Years
0.97
1.04
Sharpe Ratio – 1 Year
-0.15
-0.49
Sharpe Ratio – 3 Years
0.71
-0.20
Worst Rolling Year
15.78%
-4.00%
Value at Worst Rolling Year
₹1.16 Cr
₹0.96 Cr
Deepest Drawdown
−18.40%
−23.28%
Recovery Period
275 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
97.78%
Median Rolling Year
20.35%
13.22%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
—
L 74% · M 13% · S 9%
Number of Stocks
—
15
Portfolio P/E
—
27.97
Top 5 Holdings
—
—
Top Sectors
—
Financial Services · 36.35%
Construction · 10.24%
Capital Goods · 10.15%
Fixed Fee
2.25% / yr
—
Performance Fee / Plan
Fixed Plan
—
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
—