Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Invesco - Caterpillar
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Invesco - Caterpillar
Return for the risk
3 yrs return
10%
15%
20%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
5.09%
6 Months
5.63%
12.77%
1 Year
10.47%
18.71%
3 Years
—
16.31%
5 Years
—
16.50%
Since Inception
6.92%
12.31%
Fund Age
1 yr 10 mo
20 yrs 2 mo
AUM
₹64.41 Cr
₹81.03 Cr
Alpha – 1 Year
5.75%
13.99%
Alpha – 3 Years
—
4.22%
Information Ratio – 3 Years
—
0.46
Volatility – 1 Year
17.22%
18.60%
Volatility – 3 Years
—
18.73%
Beta – 1 Year
0.92
0.98
Beta – 3 Years
—
1.07
Sharpe Ratio – 1 Year
0.36
0.73
Sharpe Ratio – 3 Years
—
0.63
Worst Rolling Year
—
-17.65%
Value at Worst Rolling Year
—
₹0.82 Cr
Deepest Drawdown
−11.60%
−25.73%
Recovery Period
Not yet recovered
498 days
1-Year Rolling Windows Positive
—
76.16%
Median Rolling Year
—
14.50%
5-Year Rolling Windows Positive
—
86.34%
Market-Cap Mix
L 33% · M 60% · S 3%
L 18% · M 28% · S 49%
Number of Stocks
35
23
Portfolio P/E
35.94
43.00
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%
Bharat Electronics Ltd · 7.15%
Karur Vysya Bank Ltd · 6.63%
Netweb Technologies India Ltd · 6.53%
Eternal Ltd · 6.38%
Federal Bank Ltd · 6.06%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
Financial Services · 25.84%
Capital Goods · 17.16%
Healthcare · 13.94%
Fixed Fee
—
—
Performance Fee / Plan
—
—
Exit Load (Y1 / Y2 / Y3)
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