Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs Hem Securities - Dynamic Research and Emerging Asset
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
Hem Securities - Dynamic Research and Emerging Asset
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%
2.22%
6 Months
−2.30%
12.93%
1 Year
1.68%
12.12%
3 Years
13.91%
14.97%
5 Years
—
17.00%
Since Inception
14.05%
21.69%
Fund Age
3 yrs 10 mo
6 yrs 5 mo
AUM
₹53.78 Cr
₹192.25 Cr
Alpha – 1 Year
−3.04%
8.36%
Alpha – 3 Years
1.82%
4.08%
Information Ratio – 3 Years
0.34
0.38
Volatility – 1 Year
15.80%
25.64%
Volatility – 3 Years
15.64%
21.98%
Beta – 1 Year
0.86
1.38
Beta – 3 Years
0.97
1.29
Sharpe Ratio – 1 Year
-0.15
0.36
Sharpe Ratio – 3 Years
0.71
0.51
Worst Rolling Year
15.78%
14.19%
Value at Worst Rolling Year
₹1.16 Cr
₹1.14 Cr
Deepest Drawdown
−18.40%
−24.93%
Recovery Period
275 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
20.35%
24.69%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
—
—
Number of Stocks
—
—
Portfolio P/E
—
—
Top 5 Holdings
—
Persistent Systems Ltd
Tata Consultancy Services Ltd
HCL Technologies Ltd
Central Depository Services (India) Ltd
MTAR Technologies Ltd
Top Sectors
—
—
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
1% / 0% / 0%