Basket of Midcap stocks driven by Algos that use technical and fundamental parameters
| Alpha (1Y) | Beta (1Y) | Standard Deviation (1Y) | % of +ve Months (SI) |
|---|---|---|---|
| -35.04% | 0.45 | 8.90% | 73.33% |
Performance Table #
| Trailing Returns (%) | 1m return | 3m return | 6m return | 1y return | 2y return | 3y return | 5y return | 10y return | Since inception return |
|---|---|---|---|---|---|---|---|---|---|
| ABANS Smart Beta Portfolio | 2.28% | -8.80% | -20.99% | -14.06% | 13.70% | 10.73% | 18.04% | 13.56% | |
| BSE 500 TRI | 3.18% | 2.15% | -2.77% | 5.70% | 21.01% | 15.14% | 23.66% | 15.94% |
QRC Report Card *
| Strategy | Category | Fund Manager | Date of Inception | Age Of PMS | Corpus (in Cr, approx) | Benchmark | Returns SI (CAGR) | Stocks In Portfolio | Sectors In Portfolio |
|---|---|---|---|---|---|---|---|---|---|
| ABANS Smart Beta Portfolio | Mid & Small Cap | Investment Committee | 29 April 2019 | 6Y 0M | 2.61 | BSE 500 TRI | 13.56% | - | NA |
| Portfolio Quality (Q) | Portfolio Risk (R) | Portfolio Consistency (C) | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Index | Category Alpha (1Y) | Relative Alpha (1Y) |
% of +ve Months
(Fund Data) |
Alpha (1Y) | Beta (1Y) |
Standard Deviation (1Y)
(Fund Data) |
Sharpe Ratio (1Y)
(Fund Data) |
Alpha (SI) | Information Ratio (SI) | Consistency Ratio % |
| Nifty 50 | 9.38% | -22.15% | 73.33% | -12.77% | 0.40 | 8.90% | 4.52 | 5.94% | 0.58 | 53.33 % |
| Nifty 500 | 5.90% | -23.17% | -17.27% | 0.51 | 4.08% | 0.48 | 53.33 % | |||
| Nifty Midcap 100 | -3.16% | -31.88% | -35.04% | 0.45 | -1.23% | -0.12 | 56.67 % | |||
| Nifty Smallcap 100 | -3.06% | -40.09% | -43.15% | 0.40 | 0.15% | 0.01 | 50.00 % | |||
VIEW DETAILED QUALITY, RISK, CONSISTENCY ANALYSIS
Portfolio Holdings
| Holding | % |
|---|
Sector Allocation
| Holding | % |
|---|
Market Cap Allocation
| Allocations | % |
|---|---|
| Large Cap | |
| Mid Cap | 98.81 |
| Small Cap | |
| Cash | 1.19 |
Do Not Simply Invest, Make Informed Decisions
WISH TO MAKE INFORMED INVESTMENTS FOR LONG TERM WEALTH CREATION
Book
a call with our PMS AIF Specialists
Disclaimer
#Returns as of 30 Apr 2025. Returns up to 1 Year are absolute, above 1 Year are CAGR.
*QRC Report Card data is updated quarterly. Current data is as of Sep 21.
