Portfolio Management Services (PMS)Compare Schemes
Systamatix - Dynamic Investment vs True-Equity Factor Quant
Add SchemeGrowth of ₹1 Crore
Systamatix - Dynamic Investment
True-Equity Factor Quant
Return for the risk
3 yrs return
5%
10%
15%
20%
25%
30%
Nifty 500 · 10.9%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
7.60%
1.09%
6 Months
26.61%
3.47%
1 Year
33.69%
−3.80%
3 Years
25.74%
11.26%
5 Years
21.83%
—
Since Inception
—
13.40%
Fund Age
8 yrs 4 mo
3 yrs 11 mo
AUM
₹158.52 Cr
₹143.29 Cr
Alpha – 1 Year
29.93%
−6.78%
Alpha – 3 Years
14.85%
−0.63%
Information Ratio – 3 Years
1.52
-0.10
Volatility – 1 Year
19.82%
15.14%
Volatility – 3 Years
19.44%
16.91%
Beta – 1 Year
1.03
0.83
Beta – 3 Years
1.06
0.99
Sharpe Ratio – 1 Year
1.29
-0.54
Sharpe Ratio – 3 Years
1.16
0.40
Worst Rolling Year
—
11.18%
Value at Worst Rolling Year
—
₹1.11 Cr
Deepest Drawdown
—
−27.14%
Recovery Period
—
Not yet recovered
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
17.01%
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
L 31% · M 28% · S 38%
—
Number of Stocks
20
50
Portfolio P/E
—
—
Top 5 Holdings
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%
Zydus Wellness Ltd · 1.95%
Alkyl Amines Chemicals Ltd · 1.90%
Gabriel India Ltd · 1.81%
FSN E-Commerce Ventures Ltd · 1.75%
AIA Engineering Ltd · 1.72%
Top Sectors
—
—
Fixed Fee
2.00% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
2% / 0% / 0%
1% / 0% / 0%