Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs ITUS - Fundamental Value Fund
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
ITUS - Fundamental Value Fund
Return for the risk
3 yrs return
5%
10%
15%
0%
10%
20%
Volatility • 3 yrs deviation
1 Month
2.31%
2.57%
6 Months
5.63%
4.10%
1 Year
10.47%
13.37%
3 Years
—
10.62%
5 Years
—
8.66%
Since Inception
6.92%
17.22%
Fund Age
1 yr 10 mo
9 yrs 7 mo
AUM
₹64.41 Cr
₹901.22 Cr
Alpha – 1 Year
5.75%
13.72%
Alpha – 3 Years
—
1.63%
Information Ratio – 3 Years
—
0.39
Volatility – 1 Year
17.22%
15.74%
Volatility – 3 Years
—
14.93%
Beta – 1 Year
0.92
0.89
Beta – 3 Years
—
0.96
Sharpe Ratio – 1 Year
0.36
0.54
Sharpe Ratio – 3 Years
—
0.40
Worst Rolling Year
—
6.03%
Value at Worst Rolling Year
—
₹1.06 Cr
Deepest Drawdown
−11.60%
−21.19%
Recovery Period
Not yet recovered
549 days
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
16.42%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 33% · M 60% · S 3%
L 49% · M 32% · S 14%
Number of Stocks
35
42
Portfolio P/E
35.94
43.22
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%
Hindustan Copper Ltd · 5.60%
Navin Fluorine International Ltd · 5.40%
Eternal Ltd · 5.10%
Cash & Cash Equivalent · 4.60%
ICICI Bank Ltd · 4.60%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
Financial Services · 18.10%
Healthcare · 14.60%
Chemicals · 11.30%
Fixed Fee
—
1.00% / yr
Performance Fee / Plan
—
15% of profit, above 15%
Exit Load (Y1 / Y2 / Y3)
—
0% / 0% / 0%