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 | -3.98% | 5.73% | 22.79% | 19.49% | 16.65% | 21.53% | - | - | 17.11% |
| BSE 500 TRI | -2.86% | -1.42% | 10.89% | 9.63% | 6.74% | 22.01% | - | - | 14.49% |
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 7M | - | BSE 500 TRI | 17.11% | - | 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 | 10.71% | -23.48% | 73.33% | -12.77% | 0.40 | 8.90% | 4.52 | 5.94% | 0.58 | 53.33 % |
| Nifty 500 | 8.40% | -25.67% | -17.27% | 0.51 | 4.08% | 0.48 | 53.33 % | |||
| Nifty Midcap 100 | -4.84% | -30.2% | -35.04% | 0.45 | -1.23% | -0.12 | 56.67 % | |||
| Nifty Smallcap 100 | -7.63% | -35.52% | -43.15% | 0.40 | 0.15% | 0.01 | 50.00 % | |||
VIEW DETAILED QUALITY, RISK, CONSISTENCY ANALYSIS
Portfolio Holdings
| Holding | % |
|---|---|
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 | 98.40 |
| Small Cap | 0.00 |
| Cash | 1.60 |
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 31 Oct 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.
