Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs SBI MF - ESG Portfolio
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
SBI MF - ESG Portfolio
Return for the risk
3 yrs return
10%
15%
20%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
2.26%
6 Months
5.63%
18.40%
1 Year
10.47%
9.21%
3 Years
—
13.13%
5 Years
—
13.39%
Since Inception
6.92%
14.83%
Fund Age
1 yr 10 mo
10 yrs
AUM
₹64.41 Cr
₹666.2 Cr
Alpha – 1 Year
5.75%
9.64%
Alpha – 3 Years
—
4.56%
Information Ratio – 3 Years
—
0.38
Volatility – 1 Year
17.22%
18.95%
Volatility – 3 Years
—
16.01%
Beta – 1 Year
0.92
0.98
Beta – 3 Years
—
0.90
Sharpe Ratio – 1 Year
0.36
0.27
Sharpe Ratio – 3 Years
—
0.52
Worst Rolling Year
—
-3.31%
Value at Worst Rolling Year
—
₹0.97 Cr
Deepest Drawdown
−11.60%
−20.80%
Recovery Period
Not yet recovered
109 days
1-Year Rolling Windows Positive
—
96.71%
Median Rolling Year
—
17.72%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 33% · M 60% · S 3%
L 13% · M 17% · S 66%
Number of Stocks
35
—
Portfolio P/E
35.94
—
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%
Kernex Microsystems (India) Ltd · 7.03%
Aequs Ltd · 6.81%
Stylam Industries Ltd · 6.53%
Goodluck India Ltd · 6.26%
Kingfa Science & Technology (India) Ltd · 5.52%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
—
Fixed Fee
—
2.50% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
1% / 0% / 0%