Portfolio Management Services (PMS)Compare Schemes
ITUS - Fundamental Value Fund vs Systamatix - Dynamic Investment
Add SchemeGrowth of ₹1 Crore
ITUS - Fundamental Value Fund
Systamatix - Dynamic Investment
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
NIFTY 50 Total Return Index · 9%
0%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.57%
7.60%
6 Months
4.10%
26.61%
1 Year
13.37%
33.69%
3 Years
10.62%
25.74%
5 Years
8.66%
21.83%
Since Inception
17.22%
—
Fund Age
9 yrs 7 mo
8 yrs 4 mo
AUM
₹901.22 Cr
₹158.52 Cr
Alpha – 1 Year
13.72%
29.93%
Alpha – 3 Years
1.63%
14.85%
Information Ratio – 3 Years
0.39
1.52
Volatility – 1 Year
15.74%
19.82%
Volatility – 3 Years
14.93%
19.44%
Beta – 1 Year
0.89
1.03
Beta – 3 Years
0.96
1.06
Sharpe Ratio – 1 Year
0.54
1.29
Sharpe Ratio – 3 Years
0.40
1.16
Worst Rolling Year
6.03%
—
Value at Worst Rolling Year
₹1.06 Cr
—
Deepest Drawdown
−21.19%
—
Recovery Period
549 days
—
1-Year Rolling Windows Positive
100.00%
—
Median Rolling Year
16.42%
—
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 49% · M 32% · S 14%
L 31% · M 28% · S 38%
Number of Stocks
42
20
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%
National Aluminium Company Ltd · 8.01%
Indian Railway Catering & Tourism Corporation Ltd · 6.71%
Steel Authority of India Ltd · 6.17%
Triveni Engineering and Industries Ltd · 5.89%
Vedanta Ltd · 5.78%
Top Sectors
Financial Services · 18.10%
Healthcare · 14.60%
Chemicals · 11.30%
—
Fixed Fee
1.00% / yr
2.00% / yr
Performance Fee / Plan
15% of profit, above 15%
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
0% / 0% / 0%
2% / 0% / 0%