Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs ICICI Prudential - Value Portfolio
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
ICICI Prudential - Value 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%
−0.01%
6 Months
−2.30%
−2.43%
1 Year
1.68%
10.43%
3 Years
13.91%
18.00%
5 Years
—
19.32%
Since Inception
14.05%
12.91%
Fund Age
3 yrs 10 mo
22 yrs 7 mo
AUM
₹53.78 Cr
₹1,179.7 Cr
Alpha – 1 Year
−3.04%
5.71%
Alpha – 3 Years
1.82%
5.91%
Information Ratio – 3 Years
0.34
1.01
Volatility – 1 Year
15.80%
17.39%
Volatility – 3 Years
15.64%
16.05%
Beta – 1 Year
0.86
0.94
Beta – 3 Years
0.97
0.98
Sharpe Ratio – 1 Year
-0.15
0.35
Sharpe Ratio – 3 Years
0.71
0.79
Worst Rolling Year
15.78%
-19.44%
Value at Worst Rolling Year
₹1.16 Cr
₹0.81 Cr
Deepest Drawdown
−18.40%
−20.08%
Recovery Period
275 days
243 days
1-Year Rolling Windows Positive
100.00%
76.96%
Median Rolling Year
20.35%
13.98%
5-Year Rolling Windows Positive
—
89.08%
Market-Cap Mix
—
L 51% · M 9% · S 39%
Number of Stocks
—
36
Portfolio P/E
—
22.41
Top 5 Holdings
—
Bharti Airtel Ltd · 5.88%
ICICI Bank Ltd · 5.51%
Samvardhana Motherson International Ltd · 5.39%
Larsen & Toubro Ltd · 5.30%
State Bank of India · 4.67%
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%