Portfolio Management Services (PMS)Compare Schemes
Systamatix - Dynamic Investment vs Wright Factor Fund
Add SchemeGrowth of ₹1 Crore
Systamatix - Dynamic Investment
Wright Factor Fund
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%
10.96%
6 Months
26.61%
14.84%
1 Year
33.69%
16.93%
3 Years
25.74%
—
5 Years
21.83%
—
Since Inception
—
20.33%
Fund Age
8 yrs 4 mo
3 yrs
AUM
₹158.52 Cr
₹214.05 Cr
Alpha – 1 Year
29.93%
12.21%
Alpha – 3 Years
14.85%
—
Information Ratio – 3 Years
1.52
0.51
Volatility – 1 Year
19.82%
22.29%
Volatility – 3 Years
19.44%
21.03%
Beta – 1 Year
1.03
0.97
Beta – 3 Years
1.06
0.97
Sharpe Ratio – 1 Year
1.29
0.57
Sharpe Ratio – 3 Years
1.16
0.72
Worst Rolling Year
—
18.92%
Value at Worst Rolling Year
—
₹1.19 Cr
Deepest Drawdown
—
−27.91%
Recovery Period
—
Not yet recovered
1-Year Rolling Windows Positive
—
100.00%
Median Rolling Year
—
19.26%
5-Year Rolling Windows Positive
—
—
Market-Cap Mix
L 31% · M 28% · S 38%
L 12% · M 21% · S 55%
Number of Stocks
20
25
Portfolio P/E
—
38.40
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%
Indian Railway Finance Corporation Ltd · 5.89%
The Bombay Burmah Trading Corporation Ltd · 5.64%
Safari Industries (India) Ltd · 5.63%
Maharashtra Scooters Ltd · 5.05%
Power Finance Corporation Ltd · 4.88%
Top Sectors
—
—
Fixed Fee
2.00% / yr
1.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
2% / 0% / 0%
0% / 0% / 0%