Portfolio Management Services (PMS)Compare Schemes
SBI MF - ESG Portfolio vs Systamatix - Dynamic Investment
Add SchemeGrowth of ₹1 Crore
SBI MF - ESG Portfolio
Systamatix - Dynamic Investment
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
NIFTY 50 Total Return Index · 8.6%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
2.26%
7.60%
6 Months
18.40%
26.61%
1 Year
9.21%
33.69%
3 Years
13.13%
25.74%
5 Years
13.39%
21.83%
Since Inception
14.83%
—
Fund Age
10 yrs
8 yrs 4 mo
AUM
₹666.2 Cr
₹158.52 Cr
Alpha – 1 Year
9.64%
29.93%
Alpha – 3 Years
4.56%
14.85%
Information Ratio – 3 Years
0.38
1.52
Volatility – 1 Year
18.95%
19.82%
Volatility – 3 Years
16.01%
19.44%
Beta – 1 Year
0.98
1.03
Beta – 3 Years
0.90
1.06
Sharpe Ratio – 1 Year
0.27
1.29
Sharpe Ratio – 3 Years
0.52
1.16
Worst Rolling Year
-3.31%
—
Value at Worst Rolling Year
₹0.97 Cr
—
Deepest Drawdown
−20.80%
—
Recovery Period
109 days
—
1-Year Rolling Windows Positive
96.71%
—
Median Rolling Year
17.72%
—
5-Year Rolling Windows Positive
100.00%
—
Market-Cap Mix
L 13% · M 17% · S 66%
L 31% · M 28% · S 38%
Number of Stocks
—
20
Portfolio P/E
—
—
Top 5 Holdings
Kernex Microsystems (India) Ltd · 7.03%
Aequs Ltd · 6.81%
Stylam Industries Ltd · 6.53%
Goodluck India Ltd · 6.26%
Kingfa Science & Technology (India) Ltd · 5.52%
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
—
—
Fixed Fee
2.50% / yr
2.00% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
2% / 0% / 0%