Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Counter Cyclical - Diversified Long Term Value
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Counter Cyclical - Diversified Long Term Value
Return for the risk
3 yrs return
15%
20%
25%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
4.89%
6 Months
5.63%
26.09%
1 Year
10.47%
14.74%
3 Years
—
18.63%
5 Years
—
29.18%
Since Inception
6.92%
45.31%
Fund Age
1 yr 10 mo
7 yrs 1 mo
AUM
₹64.41 Cr
₹1,025.6 Cr
Alpha – 1 Year
5.75%
10.02%
Alpha – 3 Years
—
6.54%
Information Ratio – 3 Years
—
0.41
Volatility – 1 Year
17.22%
29.04%
Volatility – 3 Years
—
23.98%
Beta – 1 Year
0.92
1.50
Beta – 3 Years
—
1.19
Sharpe Ratio – 1 Year
0.36
0.42
Sharpe Ratio – 3 Years
—
0.61
Worst Rolling Year
—
17.65%
Value at Worst Rolling Year
—
₹1.18 Cr
Deepest Drawdown
−11.60%
−31.35%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
48.53%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 33% · M 60% · S 3%
S 95%
Number of Stocks
35
182
Portfolio P/E
35.94
16.18
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%
Venkys (India) Ltd · 4.11%
MPS Ltd · 3.33%
Hester Biosciences Ltd · 2.68%
Ambika Cotton Mills Ltd · 2.61%
Cash & Cash Equivalent · 2.37%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
Capital Goods · 18.54%
Chemicals · 18.43%
Fast Moving Consumer Goods · 12.07%
Fixed Fee
—
—
Performance Fee / Plan
—
Variable Plan
Exit Load (Y1 / Y2 / Y3)
—
0% / 0% / 0%