Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential - Value Portfolio vs True-Equity Factor Quant
Add SchemeGrowth of ₹1 Crore
ICICI Prudential - Value Portfolio
True-Equity Factor Quant
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
−0.01%
1.09%
6 Months
−2.43%
3.47%
1 Year
10.43%
−3.80%
3 Years
18.00%
11.26%
5 Years
19.32%
—
Since Inception
12.91%
13.40%
Fund Age
22 yrs 7 mo
3 yrs 11 mo
AUM
₹1,179.7 Cr
₹143.29 Cr
Alpha – 1 Year
5.71%
−6.78%
Alpha – 3 Years
5.91%
−0.63%
Information Ratio – 3 Years
1.01
-0.10
Volatility – 1 Year
17.39%
15.14%
Volatility – 3 Years
16.05%
16.91%
Beta – 1 Year
0.94
0.83
Beta – 3 Years
0.98
0.99
Sharpe Ratio – 1 Year
0.35
-0.54
Sharpe Ratio – 3 Years
0.79
0.40
Worst Rolling Year
-19.44%
11.18%
Value at Worst Rolling Year
₹0.81 Cr
₹1.11 Cr
Deepest Drawdown
−20.08%
−27.14%
Recovery Period
243 days
Not yet recovered
1-Year Rolling Windows Positive
76.96%
100.00%
Median Rolling Year
13.98%
17.01%
5-Year Rolling Windows Positive
89.08%
—
Market-Cap Mix
L 51% · M 9% · S 39%
—
Number of Stocks
36
50
Portfolio P/E
22.41
—
Top 5 Holdings
Bharti Airtel Ltd · 5.88%
ICICI Bank Ltd · 5.51%
Samvardhana Motherson International Ltd · 5.39%
Larsen & Toubro Ltd · 5.30%
State Bank of India · 4.67%
Zydus Wellness Ltd · 1.95%
Alkyl Amines Chemicals Ltd · 1.90%
Gabriel India Ltd · 1.81%
FSN E-Commerce Ventures Ltd · 1.75%
AIA Engineering Ltd · 1.72%
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%