Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs ICICI Prudential - ACE Portfolio
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
ICICI Prudential - ACE Portfolio
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
0.27%
1.50%
6 Months
−2.30%
6.39%
1 Year
1.68%
8.34%
3 Years
13.91%
20.57%
5 Years
—
14.25%
Since Inception
14.05%
14.53%
Fund Age
3 yrs 10 mo
15 yrs 8 mo
AUM
₹53.78 Cr
₹1,471.29 Cr
Alpha – 1 Year
−3.04%
3.62%
Alpha – 3 Years
1.82%
8.48%
Information Ratio – 3 Years
0.34
1.81
Volatility – 1 Year
15.80%
17.64%
Volatility – 3 Years
15.64%
15.55%
Beta – 1 Year
0.86
1.00
Beta – 3 Years
0.97
0.98
Sharpe Ratio – 1 Year
-0.15
0.24
Sharpe Ratio – 3 Years
0.71
0.95
Worst Rolling Year
15.78%
-7.80%
Value at Worst Rolling Year
₹1.16 Cr
₹0.92 Cr
Deepest Drawdown
−18.40%
−18.41%
Recovery Period
275 days
158 days
1-Year Rolling Windows Positive
100.00%
94.89%
Median Rolling Year
20.35%
19.16%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
—
L 49% · M 16% · S 33%
Number of Stocks
—
33
Portfolio P/E
—
29.89
Top 5 Holdings
—
FSN E-Commerce Ventures Ltd · 5.67%
ICICI Bank Ltd · 5.66%
Eternal Ltd · 5.22%
State Bank of India · 4.98%
Larsen & Toubro Ltd · 4.47%
Top Sectors
—
—
Fixed Fee
2.25% / yr
2.25% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
1% / 0% / 0%