Portfolio Management Services (PMS)Compare Schemes
ITUS - Fundamental Value Fund vs NARNOLIA LARGE CAP STRATEGY
Add SchemeGrowth of ₹1 Crore
ITUS - Fundamental Value Fund
NARNOLIA LARGE CAP STRATEGY
Return for the risk
3 yrs return
5%
10%
15%
20%
NIFTY 50 Total Return Index · 9%
0%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.57%
−1.51%
6 Months
4.10%
−2.49%
1 Year
13.37%
1.85%
3 Years
10.62%
12.22%
5 Years
8.66%
8.68%
Since Inception
17.22%
15.27%
Fund Age
9 yrs 7 mo
14 yrs 5 mo
AUM
₹901.22 Cr
₹116.22 Cr
Alpha – 1 Year
13.72%
2.20%
Alpha – 3 Years
1.63%
3.22%
Information Ratio – 3 Years
0.39
0.70
Volatility – 1 Year
15.74%
18.13%
Volatility – 3 Years
14.93%
15.25%
Beta – 1 Year
0.89
1.12
Beta – 3 Years
0.96
1.06
Sharpe Ratio – 1 Year
0.54
-0.09
Sharpe Ratio – 3 Years
0.40
0.50
Worst Rolling Year
6.03%
-2.08%
Value at Worst Rolling Year
₹1.06 Cr
₹0.98 Cr
Deepest Drawdown
−21.19%
−15.14%
Recovery Period
549 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
99.45%
Median Rolling Year
16.42%
15.70%
5-Year Rolling Windows Positive
100.00%
100.00%
Market-Cap Mix
L 49% · M 32% · S 14%
L 86% · M 7% · S 3%
Number of Stocks
42
21
Portfolio P/E
43.22
29.25
Top 5 Holdings
Hindustan Copper Ltd · 5.60%
Navin Fluorine International Ltd · 5.40%
Eternal Ltd · 5.10%
Cash & Cash Equivalent · 4.60%
ICICI Bank Ltd · 4.60%
Mahindra & Mahindra Ltd · 9.39%
State Bank of India · 8.94%
ICICI Bank Ltd · 7.71%
HDFC Bank Ltd · 7.49%
Larsen & Toubro Ltd · 5.93%
Top Sectors
Financial Services · 18.10%
Healthcare · 14.60%
Chemicals · 11.30%
Financial Services · 36.32%
Automobile and Auto Components · 12.08%
Consumer Services · 11.13%
Fixed Fee
1.00% / yr
2.50% / yr
Performance Fee / Plan
15% of profit, above 15%
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
0% / 0% / 0%
1% / 0% / 0%