Portfolio Management Services (PMS)Compare Schemes
NJ-Freedom ETF Portfolio vs Systamatix - Dynamic Investment
Add SchemeGrowth of ₹1 Crore
NJ-Freedom ETF Portfolio
Systamatix - Dynamic Investment
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
NIFTY 50 Total Return Index · 9%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
−0.13%
7.60%
6 Months
1.78%
26.61%
1 Year
6.32%
33.69%
3 Years
11.40%
25.74%
5 Years
9.32%
21.83%
Since Inception
10.72%
—
Fund Age
8 yrs 5 mo
8 yrs 4 mo
AUM
₹314.17 Cr
₹158.52 Cr
Alpha – 1 Year
6.67%
29.93%
Alpha – 3 Years
2.41%
14.85%
Information Ratio – 3 Years
0.48
1.52
Volatility – 1 Year
17.96%
19.82%
Volatility – 3 Years
15.53%
19.44%
Beta – 1 Year
1.09
1.03
Beta – 3 Years
1.08
1.06
Sharpe Ratio – 1 Year
0.13
1.29
Sharpe Ratio – 3 Years
0.44
1.16
Worst Rolling Year
7.40%
—
Value at Worst Rolling Year
₹1.07 Cr
—
Deepest Drawdown
−19.45%
—
Recovery Period
Not yet recovered
—
1-Year Rolling Windows Positive
100.00%
—
Median Rolling Year
15.48%
—
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 66% · M 32% · S 1%
L 31% · M 28% · S 38%
Number of Stocks
3
20
Portfolio P/E
—
—
Top 5 Holdings
Nippon India ETF Nifty 50 BeES · 41.19%
Nippon India ETF Nifty Midcap 150 · 32.64%
Nippon India ETF Nifty Next 50 Junior BeES · 25.82%
Cash & Cash Equivalent · 0.35%
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 · 29.09%
Capital Goods · 9.22%
Automobile and Auto Components · 7.56%
—
Fixed Fee
1.00% / yr
2.00% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
2% / 0% / 0%