Portfolio Management Services (PMS)Compare Schemes
ITUS - Fundamental Value Fund vs True-Equity Factor Quant
Add SchemeGrowth of ₹1 Crore
ITUS - Fundamental Value Fund
True-Equity Factor Quant
Return for the risk
3 yrs return
5%
10%
15%
NIFTY 50 Total Return Index · 9%
0%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.57%
1.09%
6 Months
4.10%
3.47%
1 Year
13.37%
−3.80%
3 Years
10.62%
11.26%
5 Years
8.66%
—
Since Inception
17.22%
13.40%
Fund Age
9 yrs 7 mo
3 yrs 11 mo
AUM
₹901.22 Cr
₹143.29 Cr
Alpha – 1 Year
13.72%
−6.78%
Alpha – 3 Years
1.63%
−0.63%
Information Ratio – 3 Years
0.39
-0.10
Volatility – 1 Year
15.74%
15.14%
Volatility – 3 Years
14.93%
16.91%
Beta – 1 Year
0.89
0.83
Beta – 3 Years
0.96
0.99
Sharpe Ratio – 1 Year
0.54
-0.54
Sharpe Ratio – 3 Years
0.40
0.40
Worst Rolling Year
6.03%
11.18%
Value at Worst Rolling Year
₹1.06 Cr
₹1.11 Cr
Deepest Drawdown
−21.19%
−27.14%
Recovery Period
549 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
16.42%
17.01%
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 49% · M 32% · S 14%
—
Number of Stocks
42
50
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%
Zydus Wellness Ltd · 1.95%
Alkyl Amines Chemicals Ltd · 1.90%
Gabriel India Ltd · 1.81%
FSN E-Commerce Ventures Ltd · 1.75%
AIA Engineering Ltd · 1.72%
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%