Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs NARNOLIA 5TX5T
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
NARNOLIA 5TX5T
Return for the risk
3 yrs return
5%
10%
15%
0%
10%
20%
Volatility • 3 yrs deviation
1 Month
2.31%
−1.30%
6 Months
5.63%
1.52%
1 Year
10.47%
4.27%
3 Years
—
9.63%
5 Years
—
8.81%
Since Inception
6.92%
14.68%
Fund Age
1 yr 10 mo
11 yrs 3 mo
AUM
₹64.41 Cr
₹57.28 Cr
Alpha – 1 Year
5.75%
4.62%
Alpha – 3 Years
—
0.63%
Information Ratio – 3 Years
—
0.14
Volatility – 1 Year
17.22%
14.81%
Volatility – 3 Years
—
14.19%
Beta – 1 Year
0.92
0.90
Beta – 3 Years
—
0.94
Sharpe Ratio – 1 Year
0.36
0.01
Sharpe Ratio – 3 Years
—
0.36
Worst Rolling Year
—
-0.19%
Value at Worst Rolling Year
—
₹1.00 Cr
Deepest Drawdown
−11.60%
−21.20%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
99.93%
Median Rolling Year
—
15.80%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 33% · M 60% · S 3%
L 60% · M 13% · S 27%
Number of Stocks
35
27
Portfolio P/E
35.94
35.52
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%
State Bank of India · 7.21%
HDFC Bank Ltd · 7.16%
ICICI Bank Ltd · 6.85%
Mahindra & Mahindra Ltd · 6.66%
Adani Ports & Special Economic Zone Ltd · 5.80%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
Financial Services · 32.48%
Automobile and Auto Components · 13.43%
Healthcare · 6.81%
Fixed Fee
—
2.50% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
0% / 0% / 0%