Portfolio Management Services (PMS)Compare Schemes
ICICI Prudential - Value Portfolio vs Wright Factor Fund
Add SchemeGrowth of ₹1 Crore
ICICI Prudential - Value Portfolio
Wright Factor Fund
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%
10.96%
6 Months
−2.43%
14.84%
1 Year
10.43%
16.93%
3 Years
18.00%
—
5 Years
19.32%
—
Since Inception
12.91%
20.33%
Fund Age
22 yrs 7 mo
3 yrs
AUM
₹1,179.7 Cr
₹214.05 Cr
Alpha – 1 Year
5.71%
12.21%
Alpha – 3 Years
5.91%
—
Information Ratio – 3 Years
1.01
0.51
Volatility – 1 Year
17.39%
22.29%
Volatility – 3 Years
16.05%
21.03%
Beta – 1 Year
0.94
0.97
Beta – 3 Years
0.98
0.97
Sharpe Ratio – 1 Year
0.35
0.57
Sharpe Ratio – 3 Years
0.79
0.72
Worst Rolling Year
-19.44%
18.92%
Value at Worst Rolling Year
₹0.81 Cr
₹1.19 Cr
Deepest Drawdown
−20.08%
−27.91%
Recovery Period
243 days
Not yet recovered
1-Year Rolling Windows Positive
76.96%
100.00%
Median Rolling Year
13.98%
19.26%
5-Year Rolling Windows Positive
89.08%
—
Market-Cap Mix
L 51% · M 9% · S 39%
L 12% · M 21% · S 55%
Number of Stocks
36
25
Portfolio P/E
22.41
38.40
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%
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%