Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential PMS Quanti-FI Strategy vs Renaissance - Indianext Portfolio
Add SchemeGrowth of ₹1 Crore
ICICI Prudential PMS Quanti-FI Strategy
Renaissance - Indianext Portfolio
Return for the risk
3 yrs return
10%
15%
20%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
1.44%
2.69%
6 Months
0.16%
5.24%
1 Year
7.69%
2.85%
3 Years
—
13.52%
5 Years
—
17.79%
Since Inception
6.03%
13.89%
Fund Age
26 yrs 6 mo
8 yrs 4 mo
AUM
₹37.21 Cr
₹921.15 Cr
Alpha – 1 Year
2.97%
−1.87%
Alpha – 3 Years
—
1.43%
Information Ratio – 3 Years
—
0.23
Volatility – 1 Year
16.85%
18.02%
Volatility – 3 Years
15.62%
16.70%
Beta – 1 Year
0.96
0.99
Beta – 3 Years
—
0.99
Sharpe Ratio – 1 Year
0.21
-0.03
Sharpe Ratio – 3 Years
0.14
0.54
Worst Rolling Year
—
-0.29%
Value at Worst Rolling Year
—
₹1.00 Cr
Deepest Drawdown
−19.77%
−22.85%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
99.64%
Median Rolling Year
—
23.46%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 55% · M 22% · S 22%
L 34% · M 28% · S 35%
Number of Stocks
46
35
Portfolio P/E
24.20
24.73
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%
HDFC Bank Ltd · 7.09%
Federal Bank Ltd · 5.30%
City Union Bank Ltd · 4.71%
One 97 Communications Ltd · 4.56%
Mahindra & Mahindra Financial Services Ltd · 4.47%
Top Sectors
—
Financial Services · 35.13%
Information Technology · 15.47%
Automobile and Auto Components · 10.10%
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
1% / 1% / 0%