Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs First Global - Indian Multi Asset Allocation
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
First Global - Indian Multi Asset Allocation
Return for the risk
3 yrs return
5%
10%
15%
20%
Nifty 500 · 12.1%
0%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
0.27%
1.49%
6 Months
−2.30%
−0.27%
1 Year
1.68%
7.71%
3 Years
13.91%
8.88%
5 Years
—
8.76%
Since Inception
14.05%
13.52%
Fund Age
3 yrs 10 mo
6 yrs 6 mo
AUM
₹53.78 Cr
₹23.87 Cr
Alpha – 1 Year
−3.04%
0.17%
Alpha – 3 Years
1.82%
−2.38%
Information Ratio – 3 Years
0.34
-0.16
Volatility – 1 Year
15.80%
13.29%
Volatility – 3 Years
15.64%
12.09%
Beta – 1 Year
0.86
1.31
Beta – 3 Years
0.97
1.39
Sharpe Ratio – 1 Year
-0.15
0.23
Sharpe Ratio – 3 Years
0.71
0.33
Worst Rolling Year
15.78%
8.03%
Value at Worst Rolling Year
₹1.16 Cr
₹1.08 Cr
Deepest Drawdown
−18.40%
−16.96%
Recovery Period
275 days
334 days
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
20.35%
14.50%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
—
—
Number of Stocks
—
66
Portfolio P/E
—
19.43
Top 5 Holdings
—
Nippon India ETF Gold BeES · 6.41%
ICICI Pru Banking and PSU Debt Fund - Direct (G) · 5.72%
ICICI Pru Dynamic Term Fund - Direct (G) · 5.72%
ICICI Pru Floating Interest Rates Fund-Direct (G) · 5.32%
Nippon India ETF Nifty Bank BeES · 4.01%
Top Sectors
—
—
Fixed Fee
2.25% / yr
2.00% / yr
Performance Fee / Plan
Fixed Plan
Variable Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
0% / 0% / 0%