Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential PMS Quanti-FI Strategy vs Wright Factor Fund
Add SchemeGrowth of ₹1 Crore
ICICI Prudential PMS Quanti-FI Strategy
Wright Factor Fund
Return for the risk
1 yr return
0%
5%
10%
15%
20%
Nifty 500 · 4.7%
10%
20%
30%
Volatility • 1 yr deviation
1 Month
1.44%
10.96%
6 Months
0.16%
14.84%
1 Year
7.69%
16.93%
3 Years
—
—
5 Years
—
—
Since Inception
6.03%
20.33%
Fund Age
26 yrs 6 mo
3 yrs
AUM
₹37.21 Cr
₹214.05 Cr
Alpha – 1 Year
2.97%
12.21%
Alpha – 3 Years
—
—
Information Ratio – 3 Years
—
0.51
Volatility – 1 Year
16.85%
22.29%
Volatility – 3 Years
15.62%
21.03%
Beta – 1 Year
0.96
0.97
Beta – 3 Years
—
0.97
Sharpe Ratio – 1 Year
0.21
0.57
Sharpe Ratio – 3 Years
0.14
0.72
Worst Rolling Year
—
18.92%
Value at Worst Rolling Year
—
₹1.19 Cr
Deepest Drawdown
−19.77%
−27.91%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
19.26%
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
L 55% · M 22% · S 22%
L 12% · M 21% · S 55%
Number of Stocks
46
25
Portfolio P/E
24.20
38.40
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%
Indian Railway Finance Corporation Ltd · 5.89%
The Bombay Burmah Trading Corporation Ltd · 5.64%
Safari Industries (India) Ltd · 5.63%
Maharashtra Scooters Ltd · 5.05%
Power Finance Corporation Ltd · 4.88%
Top Sectors
—
—
Fixed Fee
2.25% / yr
1.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
0% / 0% / 0%