Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Shepherds Hill - Value Magno
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Shepherds Hill - Value Magno
Return for the risk
3 yrs return
10%
15%
20%
25%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
0.15%
6 Months
5.63%
5.44%
1 Year
10.47%
6.80%
3 Years
—
17.32%
5 Years
—
18.10%
Since Inception
6.92%
16.54%
Fund Age
1 yr 10 mo
11 yrs 1 mo
AUM
₹64.41 Cr
₹120.51 Cr
Alpha – 1 Year
5.75%
3.04%
Alpha – 3 Years
—
6.42%
Information Ratio – 3 Years
—
0.53
Volatility – 1 Year
17.22%
13.99%
Volatility – 3 Years
—
15.09%
Beta – 1 Year
0.92
0.76
Beta – 3 Years
—
0.68
Sharpe Ratio – 1 Year
0.36
0.16
Sharpe Ratio – 3 Years
—
0.86
Worst Rolling Year
—
-18.71%
Value at Worst Rolling Year
—
₹0.81 Cr
Deepest Drawdown
−11.60%
−12.53%
Recovery Period
Not yet recovered
92 days
1-Year Rolling Windows Positive
—
77.50%
Median Rolling Year
—
19.23%
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
L 33% · M 60% · S 3%
L 15% · M 5% · S 66%
Number of Stocks
35
16
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%
—
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
—
Fixed Fee
—
—
Performance Fee / Plan
—
22% of profit, above 6%
Exit Load (Y1 / Y2 / Y3)
—
3% / 2% / 1%