Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential PMS Quanti-FI Strategy vs SBI MF - ESG Portfolio
Add SchemeGrowth of ₹1 Crore
ICICI Prudential PMS Quanti-FI Strategy
SBI MF - ESG Portfolio
Return for the risk
3 yrs return
10%
15%
20%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
1.44%
2.26%
6 Months
0.16%
18.40%
1 Year
7.69%
9.21%
3 Years
—
13.13%
5 Years
—
13.39%
Since Inception
6.03%
14.83%
Fund Age
26 yrs 6 mo
10 yrs
AUM
₹37.21 Cr
₹666.2 Cr
Alpha – 1 Year
2.97%
9.64%
Alpha – 3 Years
—
4.56%
Information Ratio – 3 Years
—
0.38
Volatility – 1 Year
16.85%
18.95%
Volatility – 3 Years
15.62%
16.01%
Beta – 1 Year
0.96
0.98
Beta – 3 Years
—
0.90
Sharpe Ratio – 1 Year
0.21
0.27
Sharpe Ratio – 3 Years
0.14
0.52
Worst Rolling Year
—
-3.31%
Value at Worst Rolling Year
—
₹0.97 Cr
Deepest Drawdown
−19.77%
−20.80%
Recovery Period
Not yet recovered
109 days
1-Year Rolling Windows Positive
—
96.71%
Median Rolling Year
—
17.72%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
L 55% · M 22% · S 22%
L 13% · M 17% · S 66%
Number of Stocks
46
—
Portfolio P/E
24.20
—
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%
Kernex Microsystems (India) Ltd · 7.03%
Aequs Ltd · 6.81%
Stylam Industries Ltd · 6.53%
Goodluck India Ltd · 6.26%
Kingfa Science & Technology (India) Ltd · 5.52%
Top Sectors
—
—
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
1% / 0% / 0%