Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs JM Financial - Growth and Value
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
JM Financial - Growth and Value
Return for the risk
3 yrs return
10%
15%
20%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
2.34%
6 Months
5.63%
5.38%
1 Year
10.47%
1.65%
3 Years
—
13.13%
5 Years
—
8.52%
Since Inception
6.92%
13.45%
Fund Age
1 yr 10 mo
21 yrs 4 mo
AUM
₹64.41 Cr
₹79.74 Cr
Alpha – 1 Year
5.75%
2.08%
Alpha – 3 Years
—
4.56%
Information Ratio – 3 Years
—
0.46
Volatility – 1 Year
17.22%
14.11%
Volatility – 3 Years
—
16.18%
Beta – 1 Year
0.92
0.81
Beta – 3 Years
—
0.93
Sharpe Ratio – 1 Year
0.36
-0.20
Sharpe Ratio – 3 Years
—
0.50
Worst Rolling Year
—
—
Value at Worst Rolling Year
—
—
Deepest Drawdown
−11.60%
−20.69%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
—
Median Rolling Year
—
—
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
L 33% · M 60% · S 3%
L 70% · M 8% · S 16%
Number of Stocks
35
35
Portfolio P/E
35.94
35.19
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%
ICICI Bank Ltd · 6.67%
HDFC Bank Ltd · 5.98%
Divis Laboratories Ltd · 5.75%
Infosys Ltd · 5.49%
Pidilite Industries Ltd · 5.45%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
Capital Goods · 24.56%
Financial Services · 21.72%
Healthcare · 14.99%
Fixed Fee
—
2.50% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
3% / 2% / 0%