Portfolio Management Services (PMS)Compare Schemes
ITUS - Fundamental Value Fund vs Phillip Ethical India Portfolio
Add SchemeGrowth of ₹1 Crore
ITUS - Fundamental Value Fund
Phillip Ethical India Portfolio
Return for the risk
3 yrs return
0%
5%
10%
15%
NIFTY 50 Total Return Index · 9%
0%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.57%
3.05%
6 Months
4.10%
16.92%
1 Year
13.37%
10.56%
3 Years
10.62%
6.67%
5 Years
8.66%
7.52%
Since Inception
17.22%
10.84%
Fund Age
9 yrs 7 mo
8 yrs 8 mo
AUM
₹901.22 Cr
₹10.35 Cr
Alpha – 1 Year
13.72%
5.86%
Alpha – 3 Years
1.63%
−4.55%
Information Ratio – 3 Years
0.39
-0.70
Volatility – 1 Year
15.74%
20.12%
Volatility – 3 Years
14.93%
17.20%
Beta – 1 Year
0.89
1.04
Beta – 3 Years
0.96
0.98
Sharpe Ratio – 1 Year
0.54
0.33
Sharpe Ratio – 3 Years
0.40
0.11
Worst Rolling Year
6.03%
4.20%
Value at Worst Rolling Year
₹1.06 Cr
₹1.04 Cr
Deepest Drawdown
−21.19%
−24.72%
Recovery Period
549 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
16.42%
14.71%
5-Year Rolling Windows Positive
100.00%
100.00%
Market-Cap Mix
L 49% · M 32% · S 14%
L 14% · M 44% · S 40%
Number of Stocks
42
21
Portfolio P/E
43.22
51.26
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%
Uno Minda Ltd · 7.68%
Himadri Speciality Chemical Ltd · 6.68%
Coforge Ltd · 6.15%
Garware Hi Tech Films Ltd · 6.12%
KEI Industries Ltd · 5.84%
Top Sectors
Financial Services · 18.10%
Healthcare · 14.60%
Chemicals · 11.30%
Capital Goods · 33.82%
Automobile and Auto Components · 17.29%
Chemicals · 17.05%
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%
0% / 0% / 0%