Portfolio Management Services (PMS)Compare Schemes
ArthAlpha Machine Learning Equity Quant vs Systamatix - Dynamic Investment
Add SchemeGrowth of ₹1 Crore
ArthAlpha Machine Learning Equity Quant
Systamatix - Dynamic Investment
Return for the risk
3 yrs return
20%
25%
30%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.31%
7.60%
6 Months
5.63%
26.61%
1 Year
10.47%
33.69%
3 Years
—
25.74%
5 Years
—
21.83%
Since Inception
6.92%
—
Fund Age
1 yr 10 mo
8 yrs 4 mo
AUM
₹64.41 Cr
₹158.52 Cr
Alpha – 1 Year
5.75%
29.93%
Alpha – 3 Years
—
14.85%
Information Ratio – 3 Years
—
1.52
Volatility – 1 Year
17.22%
19.82%
Volatility – 3 Years
—
19.44%
Beta – 1 Year
0.92
1.03
Beta – 3 Years
—
1.06
Sharpe Ratio – 1 Year
0.36
1.29
Sharpe Ratio – 3 Years
—
1.16
Worst Rolling Year
—
—
Value at Worst Rolling Year
—
—
Deepest Drawdown
−11.60%
—
Recovery Period
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 31% · M 28% · S 38%
Number of Stocks
35
20
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%
National Aluminium Company Ltd · 8.01%
Indian Railway Catering & Tourism Corporation Ltd · 6.71%
Steel Authority of India Ltd · 6.17%
Triveni Engineering and Industries Ltd · 5.89%
Vedanta Ltd · 5.78%
Top Sectors
Financial Services · 23.23%
Capital Goods · 19.14%
Metals & Mining · 11.14%
—
Fixed Fee
—
2.00% / yr
Performance Fee / Plan
—
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
—
2% / 0% / 0%