Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Marathon Trends - Trend Following
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Marathon Trends - Trend Following
Return for the risk
3 yrs return
5%
10%
15%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
1.43%
6 Months
5.63%
0.81%
1 Year
10.47%
7.79%
3 Years
—
9.10%
5 Years
—
—
Since Inception
6.92%
17.42%
Fund Age
1 yr 10 mo
8 yrs 11 mo
AUM
₹64.41 Cr
₹342.11 Cr
Alpha – 1 Year
5.75%
3.07%
Alpha – 3 Years
—
−2.99%
Information Ratio – 3 Years
—
0.29
Volatility – 1 Year
17.22%
17.73%
Volatility – 3 Years
—
15.85%
Beta – 1 Year
0.92
1.00
Beta – 3 Years
—
0.98
Sharpe Ratio – 1 Year
0.36
0.21
Sharpe Ratio – 3 Years
—
0.50
Worst Rolling Year
—
9.10%
Value at Worst Rolling Year
—
₹1.09 Cr
Deepest Drawdown
−11.60%
−24.26%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
13.58%
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
L 33% · M 60% · S 3%
L 40% · M 35% · S 22%
Number of Stocks
35
23
Portfolio P/E
35.94
21.69
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%
Cash & Cash Equivalent · 7.05%
Federal Bank Ltd · 6.08%
Bajaj Finance Ltd · 5.79%
Shriram Finance Ltd · 5.46%
AU Small Finance Bank Ltd · 5.38%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
Financial Services · 48.73%
Capital Goods · 17.98%
Metals & Mining · 8.01%
Fixed Fee
—
2.50% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
0% / 0% / 0%