Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Estee Advisors - Long Alpha
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Estee Advisors - Long Alpha
Return for the risk
3 yrs return
10%
15%
20%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
2.02%
6 Months
5.63%
3.65%
1 Year
10.47%
3.23%
3 Years
—
14.74%
5 Years
—
14.10%
Since Inception
6.92%
17.53%
Fund Age
1 yr 10 mo
7 yrs 11 mo
AUM
₹64.41 Cr
₹54.28 Cr
Alpha – 1 Year
5.75%
−1.49%
Alpha – 3 Years
—
2.65%
Information Ratio – 3 Years
—
0.42
Volatility – 1 Year
17.22%
16.98%
Volatility – 3 Years
—
19.62%
Beta – 1 Year
0.92
0.94
Beta – 3 Years
—
1.15
Sharpe Ratio – 1 Year
0.36
-0.05
Sharpe Ratio – 3 Years
—
0.58
Worst Rolling Year
—
16.92%
Value at Worst Rolling Year
—
₹1.17 Cr
Deepest Drawdown
−11.60%
−25.33%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
29.71%
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%
—
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
—
Fixed Fee
—
2.40% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
0% / 0% / 0%