Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Aurum Multiplier Portfolio
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Aurum Multiplier Portfolio
Return for the risk
3 yrs return
10%
15%
20%
25%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
3.22%
6 Months
5.63%
21.55%
1 Year
10.47%
12.76%
3 Years
—
17.77%
5 Years
—
17.56%
Since Inception
6.92%
17.72%
Fund Age
1 yr 10 mo
6 yrs 8 mo
AUM
₹64.41 Cr
₹42.03 Cr
Alpha – 1 Year
5.75%
8.04%
Alpha – 3 Years
—
5.68%
Information Ratio – 3 Years
—
0.47
Volatility – 1 Year
17.22%
28.82%
Volatility – 3 Years
—
20.90%
Beta – 1 Year
0.92
1.51
Beta – 3 Years
—
1.13
Sharpe Ratio – 1 Year
0.36
0.37
Sharpe Ratio – 3 Years
—
0.64
Worst Rolling Year
—
11.09%
Value at Worst Rolling Year
—
₹1.11 Cr
Deepest Drawdown
−11.60%
−23.45%
Recovery Period
Not yet recovered
91 days
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
21.94%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 33% · M 60% · S 3%
—
Number of Stocks
35
—
Portfolio P/E
35.94
—
Top 5 Holdings
BSE Ltd · 4.95%
Multi Commodity Exchange of India Ltd · 4.44%
Oracle Financial Services Software Ltd · 4.41%
Coforge Ltd · 3.67%
NLC India Ltd · 3.63%
Greaves Cotton Ltd · 0.00%
Welspun Corp Ltd · 0.00%
S J S Enterprises Ltd · 0.00%
Star Health & Allied Insurance Company Ltd · 0.00%
Welspun Corp Ltd · 0.00%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
—
Fixed Fee
—
2.50% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
2% / 0% / 0%