Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs Green Lantern - Alpha Fund
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
Green Lantern - Alpha Fund
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
0.27%
−0.10%
6 Months
−2.30%
6.51%
1 Year
1.68%
15.14%
3 Years
13.91%
23.23%
5 Years
—
23.21%
Since Inception
14.05%
29.55%
Fund Age
3 yrs 10 mo
6 yrs 6 mo
AUM
₹53.78 Cr
₹66.34 Cr
Alpha – 1 Year
−3.04%
10.42%
Alpha – 3 Years
1.82%
11.14%
Information Ratio – 3 Years
0.34
1.31
Volatility – 1 Year
15.80%
19.62%
Volatility – 3 Years
15.64%
17.58%
Beta – 1 Year
0.86
1.01
Beta – 3 Years
0.97
1.01
Sharpe Ratio – 1 Year
-0.15
0.54
Sharpe Ratio – 3 Years
0.71
0.98
Worst Rolling Year
15.78%
23.09%
Value at Worst Rolling Year
₹1.16 Cr
₹1.23 Cr
Deepest Drawdown
−18.40%
−16.37%
Recovery Period
275 days
308 days
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
20.35%
34.82%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
—
L 34% · M 14% · S 34%
Number of Stocks
—
—
Portfolio P/E
—
—
Top 5 Holdings
—
Larsen & Toubro Ltd
State Bank of India
Aurobindo Pharma Ltd
Exide Industries Ltd
Intellect Design Arena Ltd
Top Sectors
—
Financial Services · 15.89%
Capital Goods · 14.22%
Construction · 12.66%
Fixed Fee
2.25% / yr
1.50% / yr
Performance Fee / Plan
Fixed Plan
12% of profit, above 10%
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
3% / 2% / 0%