Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential PMS Quanti-FI Strategy vs Nippon - Absolute Freedom - ABS
Add SchemeGrowth of ₹1 Crore
ICICI Prudential PMS Quanti-FI Strategy
Nippon - Absolute Freedom - ABS
Return for the risk
3 yrs return
10%
15%
20%
0%
10%
20%
Volatility • 3 yrs deviation
1 Month
1.44%
5.68%
6 Months
0.16%
10.98%
1 Year
7.69%
10.72%
3 Years
—
15.83%
5 Years
—
13.58%
Since Inception
6.03%
14.48%
Fund Age
26 yrs 6 mo
21 yrs 11 mo
AUM
₹37.21 Cr
₹8.51 Cr
Alpha – 1 Year
2.97%
6.00%
Alpha – 3 Years
—
3.74%
Information Ratio – 3 Years
—
0.71
Volatility – 1 Year
16.85%
16.38%
Volatility – 3 Years
15.62%
14.45%
Beta – 1 Year
0.96
0.87
Beta – 3 Years
—
0.89
Sharpe Ratio – 1 Year
0.21
0.33
Sharpe Ratio – 3 Years
0.14
0.72
Worst Rolling Year
—
-12.28%
Value at Worst Rolling Year
—
₹0.88 Cr
Deepest Drawdown
−19.77%
−17.66%
Recovery Period
Not yet recovered
197 days
1-Year Rolling Windows Positive
—
90.88%
Median Rolling Year
—
13.32%
5-Year Rolling Windows Positive
—
98.04%
Market-Cap Mix
L 55% · M 22% · S 22%
L 23% · M 15% · S 43%
Number of Stocks
46
30
Portfolio P/E
24.20
39.84
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%
Other Equity · 11.39%
Cash & Cash Equivalent · 7.18%
One 97 Communications Ltd · 4.17%
Neuland Laboratories Ltd · 4.14%
Delhivery Ltd · 4.02%
Top Sectors
—
Financial Services · 29.79%
Healthcare · 14.33%
Information Technology · 7.43%
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
2% / 0% / 0%