Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs Prabhudas-Aqua Strategy
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
Prabhudas-Aqua Strategy
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%
−0.63%
6 Months
−2.30%
8.65%
1 Year
1.68%
10.66%
3 Years
13.91%
—
5 Years
—
—
Since Inception
14.05%
22.10%
Fund Age
3 yrs 10 mo
2 yrs 7 mo
AUM
₹53.78 Cr
₹374.18 Cr
Alpha – 1 Year
−3.04%
2.92%
Alpha – 3 Years
1.82%
—
Information Ratio – 3 Years
0.34
—
Volatility – 1 Year
15.80%
10.32%
Volatility – 3 Years
15.64%
—
Beta – 1 Year
0.86
0.27
Beta – 3 Years
0.97
—
Sharpe Ratio – 1 Year
-0.15
0.50
Sharpe Ratio – 3 Years
0.71
—
Worst Rolling Year
15.78%
—
Value at Worst Rolling Year
₹1.16 Cr
—
Deepest Drawdown
−18.40%
−8.56%
Recovery Period
275 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
—
Median Rolling Year
20.35%
—
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
—
L 49% · M 41% · S 9%
Number of Stocks
—
37
Portfolio P/E
—
19.24
Top 5 Holdings
—
National Aluminium Company Ltd · 4.36%
Vedanta Ltd · 3.83%
BSE Ltd · 3.78%
Oil & Natural Gas Corpn Ltd · 3.58%
Hindalco Industries Ltd · 3.52%
Top Sectors
—
Financial Services · 22.51%
Metals & Mining · 21.08%
Oil, Gas & Consumable Fuels · 8.89%
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
3% / 2% / 1%