Portfolio Management Services (PMS)Compare Schemes
Negen Special Situations & Dynamic Allocation Strategy vs Systamatix - Dynamic Investment
Add SchemeGrowth of ₹1 Crore
Negen Special Situations & Dynamic Allocation Strategy
Systamatix - Dynamic Investment
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
5.36%
7.60%
6 Months
23.13%
26.61%
1 Year
13.65%
33.69%
3 Years
22.37%
25.74%
5 Years
20.57%
21.83%
Since Inception
18.00%
—
Fund Age
9 yrs
8 yrs 4 mo
AUM
₹1,484.61 Cr
₹158.52 Cr
Alpha – 1 Year
8.93%
29.93%
Alpha – 3 Years
10.28%
14.85%
Information Ratio – 3 Years
0.56
1.52
Volatility – 1 Year
22.99%
19.82%
Volatility – 3 Years
21.64%
19.44%
Beta – 1 Year
1.12
1.03
Beta – 3 Years
1.01
1.06
Sharpe Ratio – 1 Year
0.43
1.29
Sharpe Ratio – 3 Years
0.73
1.16
Worst Rolling Year
-11.43%
—
Value at Worst Rolling Year
₹0.89 Cr
—
Deepest Drawdown
−23.11%
—
Recovery Period
101 days
—
1-Year Rolling Windows Positive
92.05%
—
Median Rolling Year
28.68%
—
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 8% · M 27% · S 48%
L 31% · M 28% · S 38%
Number of Stocks
37
20
Portfolio P/E
23.72
—
Top 5 Holdings
Cash & Cash Equivalent · 18.65%
Manappuram Finance Ltd · 6.76%
Raymond Realty Ltd · 6.01%
Jayaswal Neco Industries Ltd · 5.63%
Entero Healthcare Solutions Ltd · 5.42%
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 · 28.93%
Capital Goods · 11.10%
Fast Moving Consumer Goods · 8.79%
—
Fixed Fee
2.50% / yr
2.00% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
0% / 0% / 0%
2% / 0% / 0%