Portfolio Management Services (PMS)Compare Schemes
ITUS - Fundamental Value Fund vs Wright Factor Fund
Add SchemeGrowth of ₹1 Crore
ITUS - Fundamental Value Fund
Wright Factor Fund
Return for the risk
3 yrs return
5%
10%
15%
NIFTY 50 Total Return Index · 9%
0%
10%
20%
Volatility • 3 yrs deviation
1 Month
2.57%
10.96%
6 Months
4.10%
14.84%
1 Year
13.37%
16.93%
3 Years
10.62%
—
5 Years
8.66%
—
Since Inception
17.22%
20.33%
Fund Age
9 yrs 7 mo
3 yrs
AUM
₹901.22 Cr
₹214.05 Cr
Alpha – 1 Year
13.72%
12.21%
Alpha – 3 Years
1.63%
—
Information Ratio – 3 Years
0.39
0.51
Volatility – 1 Year
15.74%
22.29%
Volatility – 3 Years
14.93%
21.03%
Beta – 1 Year
0.89
0.97
Beta – 3 Years
0.96
0.97
Sharpe Ratio – 1 Year
0.54
0.57
Sharpe Ratio – 3 Years
0.40
0.72
Worst Rolling Year
6.03%
18.92%
Value at Worst Rolling Year
₹1.06 Cr
₹1.19 Cr
Deepest Drawdown
−21.19%
−27.91%
Recovery Period
549 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
16.42%
19.26%
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 49% · M 32% · S 14%
L 12% · M 21% · S 55%
Number of Stocks
42
25
Portfolio P/E
43.22
38.40
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%
Indian Railway Finance Corporation Ltd · 5.89%
The Bombay Burmah Trading Corporation Ltd · 5.64%
Safari Industries (India) Ltd · 5.63%
Maharashtra Scooters Ltd · 5.05%
Power Finance Corporation Ltd · 4.88%
Top Sectors
Financial Services · 18.10%
Healthcare · 14.60%
Chemicals · 11.30%
—
Fixed Fee
1.00% / yr
1.50% / yr
Performance Fee / Plan
15% of profit, above 15%
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
0% / 0% / 0%
0% / 0% / 0%