Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs Invesco - Dawn
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
Invesco - Dawn
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%
1.21%
6 Months
−2.30%
−1.14%
1 Year
1.68%
−0.02%
3 Years
13.91%
9.28%
5 Years
—
9.74%
Since Inception
14.05%
8.97%
Fund Age
3 yrs 10 mo
9 yrs
AUM
₹53.78 Cr
₹217.53 Cr
Alpha – 1 Year
−3.04%
−4.74%
Alpha – 3 Years
1.82%
−2.81%
Information Ratio – 3 Years
0.34
-0.63
Volatility – 1 Year
15.80%
14.82%
Volatility – 3 Years
15.64%
15.15%
Beta – 1 Year
0.86
0.83
Beta – 3 Years
0.97
0.95
Sharpe Ratio – 1 Year
-0.15
-0.28
Sharpe Ratio – 3 Years
0.71
0.32
Worst Rolling Year
15.78%
-3.73%
Value at Worst Rolling Year
₹1.16 Cr
₹0.96 Cr
Deepest Drawdown
−18.40%
−23.03%
Recovery Period
275 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
94.72%
Median Rolling Year
20.35%
15.83%
5-Year Rolling Windows Positive
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Market-Cap Mix
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L 69% · M 11% · S 11%
Number of Stocks
—
24
Portfolio P/E
—
46.92
Top 5 Holdings
—
Cash & Cash Equivalent · 7.92%
ICICI Bank Ltd · 7.85%
Eternal Ltd · 7.75%
HDFC Bank Ltd · 7.55%
Bharti Airtel Ltd · 7.06%
Top Sectors
—
Financial Services · 35.09%
Consumer Services · 10.54%
Services · 10.49%
Fixed Fee
2.25% / yr
—
Performance Fee / Plan
Fixed Plan
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Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
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