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 |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | -2.60% | -2.30% | 21.20% | 4.80% | 12.40% | 15.50% | - | - | 14.60% |
| Nifty Midcap 100 | -1.70% | 2.70% | 19.10% | 3.50% | 23.00% | 22.60% | - | - | 16.90% |
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 | 3Y 8M | - | Nifty Midcap 100 | 14.60% | - | 10 |
| 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 | 3.71% | -16.48% | 73.33% | -12.77% | 0.40 | 8.90% | 4.52 | 5.94% | 0.58 | 53.33 % |
| Nifty 500 | 1.29% | -18.56% | -17.27% | 0.51 | 4.08% | 0.48 | 53.33 % | |||
| Nifty Midcap 100 | -5.50% | -29.54% | -35.04% | 0.45 | -1.23% | -0.12 | 56.67 % | |||
| Nifty Smallcap 100 | 1.22% | -44.37% | -43.15% | 0.40 | 0.15% | 0.01 | 50.00 % | |||
VIEW DETAILED QUALITY, RISK, CONSISTENCY ANALYSIS
Portfolio Holdings
| Holding | % |
|---|---|
| Sanofi India Ltd | 5.14 |
| Prestige Estates Projects Ltd | 4.07 |
| Laurus Labs Ltd | 3.17 |
| City Union Bank Ltd. | 3.71 |
| Emami Ltd | 4.62 |
| ICICI Securities Ltd. | 3.63 |
| Tata Elxsi Limited | 3.80 |
| REC Ltd. | 3.40 |
| Page Industries Ltd | 3.39 |
| Godrej Industries Ltd | 3.15 |
| Top 10 Equity Holdings | 38.08 |
Sector Allocation
| Holding | % |
|---|---|
| Fertilisers & Pesticides | 1.96 |
| Chemicals | 2.75 |
| Industrial Manufacturing | 3.37 |
| Cement & Cement Products | 4.81 |
| Automobile | 5.37 |
| Oil & Gas | 7.39 |
| Information Technology | 10.16 |
| Financial Services | 15.32 |
| Pharma | 21.66 |
| Consumer Goods | 23.11 |
Market Cap Allocation
| Allocations | % |
|---|---|
| Large Cap | 0.00 |
| Mid Cap | 97.80 |
| Small Cap | 0.00 |
| Cash | 2.20 |
Do Not Simply Invest, Make Informed Decisions
WISH TO MAKE INFORMED INVESTMENTS FOR LONG TERM WEALTH CREATION
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Disclaimer
#Returns as of 31 Dec 2022. 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.
