Portfolio Management Services (PMS)Compare Schemes
ITUS - Fundamental Value Fund vs SBI MF - ESG Portfolio
Add SchemeGrowth of ₹1 Crore
ITUS - Fundamental Value Fund
SBI MF - ESG Portfolio
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%
2.26%
6 Months
4.10%
18.40%
1 Year
13.37%
9.21%
3 Years
10.62%
13.13%
5 Years
8.66%
13.39%
Since Inception
17.22%
14.83%
Fund Age
9 yrs 7 mo
10 yrs
AUM
₹901.22 Cr
₹666.2 Cr
Alpha – 1 Year
13.72%
9.64%
Alpha – 3 Years
1.63%
4.56%
Information Ratio – 3 Years
0.39
0.38
Volatility – 1 Year
15.74%
18.95%
Volatility – 3 Years
14.93%
16.01%
Beta – 1 Year
0.89
0.98
Beta – 3 Years
0.96
0.90
Sharpe Ratio – 1 Year
0.54
0.27
Sharpe Ratio – 3 Years
0.40
0.52
Worst Rolling Year
6.03%
-3.31%
Value at Worst Rolling Year
₹1.06 Cr
₹0.97 Cr
Deepest Drawdown
−21.19%
−20.80%
Recovery Period
549 days
109 days
1-Year Rolling Windows Positive
100.00%
96.71%
Median Rolling Year
16.42%
17.72%
5-Year Rolling Windows Positive
100.00%
100.00%
Market-Cap Mix
L 49% · M 32% · S 14%
L 13% · M 17% · S 66%
Number of Stocks
42
—
Portfolio P/E
43.22
—
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%
Kernex Microsystems (India) Ltd · 7.03%
Aequs Ltd · 6.81%
Stylam Industries Ltd · 6.53%
Goodluck India Ltd · 6.26%
Kingfa Science & Technology (India) Ltd · 5.52%
Top Sectors
Financial Services · 18.10%
Healthcare · 14.60%
Chemicals · 11.30%
—
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%