Portfolio Management Services (PMS)Compare Schemes
ORO - All Weather Portfolio vs Systamatix - Dynamic Investment
Add SchemeGrowth of ₹1 Crore
ORO - All Weather Portfolio
Systamatix - Dynamic Investment
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
Nifty 500 · 11.9%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
−0.19%
7.60%
6 Months
−0.42%
26.61%
1 Year
−4.58%
33.69%
3 Years
16.32%
25.74%
5 Years
13.17%
21.83%
Since Inception
13.94%
—
Fund Age
6 yrs 6 mo
8 yrs 4 mo
AUM
₹13.16 Cr
₹158.52 Cr
Alpha – 1 Year
−7.56%
29.93%
Alpha – 3 Years
4.42%
14.85%
Information Ratio – 3 Years
0.49
1.52
Volatility – 1 Year
16.90%
19.82%
Volatility – 3 Years
17.54%
19.44%
Beta – 1 Year
0.86
1.03
Beta – 3 Years
0.99
1.06
Sharpe Ratio – 1 Year
-0.52
1.29
Sharpe Ratio – 3 Years
0.69
1.16
Worst Rolling Year
3.91%
—
Value at Worst Rolling Year
₹1.04 Cr
—
Deepest Drawdown
−19.46%
—
Recovery Period
Not yet recovered
—
1-Year Rolling Windows Positive
100.00%
—
Median Rolling Year
21.20%
—
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 66% · M 23%
L 31% · M 28% · S 38%
Number of Stocks
20
20
Portfolio P/E
20.74
—
Top 5 Holdings
State Bank of India · 6.08%
Hindalco Industries Ltd · 6.07%
Indian Bank · 5.89%
Bank of Baroda · 5.69%
Torrent Pharmaceuticals Ltd · 5.53%
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 · 30.25%
Automobile and Auto Components · 14.27%
Capital Goods · 13.88%
—
Fixed Fee
1.00% / yr
2.00% / yr
Performance Fee / Plan
15% of profit, above 10%
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
0% / 0% / 0%
2% / 0% / 0%