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 | 6.8% | 6.1% | -2.7% | 5.0% | 9.2% | 21.0% | - | - | 13.5% |
BSE 500 TRI | 4.6% | 2.1% | -1.1% | 4.2% | 12.3% | 25.5% | - | - | 13.5% |
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 | 4Y 0M | - | BSE 500 TRI | 13.5% | - | 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 | 0.55% | -13.32% | 73.33% | -12.77% | 0.40 | 8.90% | 4.52 | 5.94% | 0.58 | 53.33 % |
Nifty 500 | -0.08% | -17.19% | -17.27% | 0.51 | 4.08% | 0.48 | 53.33 % | |||
Nifty Midcap 100 | -7.15% | -27.89% | -35.04% | 0.45 | -1.23% | -0.12 | 56.67 % | |||
Nifty Smallcap 100 | 0.11% | -43.26% | -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 | 0.0 |
Mid Cap | 99.1 |
Small Cap | 0.0 |
Cash | 0.9 |
Do Not Simply Invest, Make Informed Decisions
WISH TO MAKE INFORMED INVESTMENTS FOR LONG TERM WEALTH CREATION

Disclaimer
#Returns as of 30 Apr 2023. 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.