Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs HDFC - All Cap Portfolio - DPMS
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
HDFC - All Cap Portfolio - DPMS
Return for the risk
3 yrs return
5%
10%
15%
20%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
0.27%
−1.12%
6 Months
−2.30%
−0.35%
1 Year
1.68%
−1.07%
3 Years
13.91%
9.62%
5 Years
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Since Inception
14.05%
13.16%
Fund Age
3 yrs 10 mo
4 yrs 2 mo
AUM
₹53.78 Cr
₹52.82 Cr
Alpha – 1 Year
−3.04%
−5.79%
Alpha – 3 Years
1.82%
−2.47%
Information Ratio – 3 Years
0.34
-0.56
Volatility – 1 Year
15.80%
17.26%
Volatility – 3 Years
15.64%
15.97%
Beta – 1 Year
0.86
0.98
Beta – 3 Years
0.97
0.98
Sharpe Ratio – 1 Year
-0.15
-0.29
Sharpe Ratio – 3 Years
0.71
0.28
Worst Rolling Year
15.78%
9.59%
Value at Worst Rolling Year
₹1.16 Cr
₹1.10 Cr
Deepest Drawdown
−18.40%
−18.05%
Recovery Period
275 days
131 days
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
20.35%
15.96%
5-Year Rolling Windows Positive
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Market-Cap Mix
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Number of Stocks
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Portfolio P/E
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Top 5 Holdings
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Top Sectors
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Fixed Fee
2.25% / yr
1.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
0% / 0% / 0%