Portfolio Management Services (PMS)Compare Schemes
True-Equity Factor Quant vs Wright Factor Fund
Add SchemeGrowth of ₹1 Crore
True-Equity Factor Quant
Wright Factor Fund
Return for the risk
3 yrs return
5%
10%
15%
Nifty 500 · 11.9%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
1.09%
10.96%
6 Months
3.47%
14.84%
1 Year
−3.80%
16.93%
3 Years
11.26%
—
5 Years
—
—
Since Inception
13.40%
20.33%
Fund Age
3 yrs 11 mo
3 yrs
AUM
₹143.29 Cr
₹214.05 Cr
Alpha – 1 Year
−6.78%
12.21%
Alpha – 3 Years
−0.63%
—
Information Ratio – 3 Years
-0.10
0.51
Volatility – 1 Year
15.14%
22.29%
Volatility – 3 Years
16.91%
21.03%
Beta – 1 Year
0.83
0.97
Beta – 3 Years
0.99
0.97
Sharpe Ratio – 1 Year
-0.54
0.57
Sharpe Ratio – 3 Years
0.40
0.72
Worst Rolling Year
11.18%
18.92%
Value at Worst Rolling Year
₹1.11 Cr
₹1.19 Cr
Deepest Drawdown
−27.14%
−27.91%
Recovery Period
Not yet recovered
Not yet recovered
1-Year Rolling Windows Positive
100.00%
100.00%
Median Rolling Year
17.01%
19.26%
5-Year Rolling Windows Positive
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—
Market-Cap Mix
—
L 12% · M 21% · S 55%
Number of Stocks
50
25
Portfolio P/E
—
38.40
Top 5 Holdings
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%
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
2.50% / yr
1.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
0% / 0% / 0%