Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential PMS Quanti-FI Strategy vs Marathon Trends - Trend Following
Add SchemeGrowth of ₹1 Crore
ICICI Prudential PMS Quanti-FI Strategy
Marathon Trends - Trend Following
Return for the risk
3 yrs return
5%
10%
15%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
1.44%
1.43%
6 Months
0.16%
0.81%
1 Year
7.69%
7.79%
3 Years
—
9.10%
5 Years
—
—
Since Inception
6.03%
17.42%
Fund Age
26 yrs 6 mo
8 yrs 11 mo
AUM
₹37.21 Cr
₹342.11 Cr
Alpha – 1 Year
2.97%
3.07%
Alpha – 3 Years
—
−2.99%
Information Ratio – 3 Years
—
0.29
Volatility – 1 Year
16.85%
17.73%
Volatility – 3 Years
15.62%
15.85%
Beta – 1 Year
0.96
1.00
Beta – 3 Years
—
0.98
Sharpe Ratio – 1 Year
0.21
0.21
Sharpe Ratio – 3 Years
0.14
0.50
Worst Rolling Year
—
9.10%
Value at Worst Rolling Year
—
₹1.09 Cr
Deepest Drawdown
−19.77%
−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 55% · M 22% · S 22%
L 40% · M 35% · S 22%
Number of Stocks
46
23
Portfolio P/E
24.20
21.69
Top 5 Holdings
ICICI Bank Ltd · 3.71%
Larsen & Toubro Ltd · 3.52%
State Bank of India · 3.45%
Reliance Industries Ltd · 3.05%
Tata Steel Ltd · 2.95%
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 · 48.73%
Capital Goods · 17.98%
Metals & Mining · 8.01%
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
0% / 0% / 0%