TOTAL SCHEMES AUDITED
146 Schemes
▲ 100% Verified in test.xlsx
EXPENSE RATIO DRAG SAVINGS
₹60.4 Lakh/yr
▲ 0.65% Avg Direct Switch Saving
PORTFOLIO JENSEN'S ALPHA
+3.42%
Excess return vs benchmark
AVG SHARPE / SORTINO RATIO
1.85 / 2.40
🏆 High Risk-Adjusted Efficiency
🔬 Deep-Dive Scheme Audit & Attribution Dashboards
Empirical data from 146 mutual fund schemes across Category Rank, Manager Skill, Ratios & Stress Tests
1. Fund Diagnostics & Cost Audit
Category ranking, AMC peers & expense drag comparison
| Top Scheme Holding | Category Rank | TER Drag | Direct Switch Saving |
|---|---|---|---|
| Parag Parikh Flexi Cap PPFAS Mutual Fund |
#1 in Flexi Cap | 1.65% Reg | +0.90% / yr Direct TER: 0.75% |
| HDFC Mid-Cap Opp. HDFC Mutual Fund |
#2 in Mid Cap | 1.58% Reg | +0.85% / yr Direct TER: 0.73% |
| ICICI Pru Bluechip Fund ICICI Prudential MF |
#3 in Large Cap | 1.52% Reg | +0.72% / yr Direct TER: 0.80% |
| SBI Small Cap Fund SBI Mutual Fund |
#1 in Small Cap | 1.68% Reg | +0.98% / yr Direct TER: 0.70% |
💡 Total Portfolio Expense Savings Available
2. Manager Consistency Tracker
Rolling 3/5 Yr returns, Consistency Score & Skill vs Luck
| Fund Manager & Scheme | 3-Yr Rolling Alpha | 5-Yr Rolling Alpha | Consistency Score |
|---|---|---|---|
| Rajeev Thakkar PPFAS Flexi Cap • 11 Yrs Tenure |
+4.85% p.a. | +5.12% p.a. | 96 / 100 (True Alpha) |
| Chirag Setalvad HDFC Mid-Cap • 16 Yrs Tenure |
+3.92% p.a. | +4.45% p.a. | 92 / 100 (True Alpha) |
| Anish Tawakley ICICI Pru Bluechip • 7 Yrs Tenure |
+2.15% p.a. | +2.68% p.a. | 85 / 100 (Consistent) |
| R. Srinivasan SBI Small Cap • 10 Yrs Tenure |
+5.40% p.a. | +6.10% p.a. | 94 / 100 (True Alpha) |
📊 Rolling Cycle Index Beat Frequency
Outperformed Nifty 500 in 88.4% of all 5-Year windows
3. Risk-Adjusted Return Ratios
Sharpe, Sortino, Alpha, Beta, Information & Treynor Ratios
SHARPE RATIO
1.85
Benchmark: 1.32
SORTINO RATIO
2.40
▲ Downside Safety
JENSEN'S ALPHA
+3.42%
True Excess Return
PORTFOLIO BETA
0.88
12% Lower Volatility
INFORMATION RATIO
1.15
Active Management
TREYNOR RATIO
16.2
Per Unit Syst. Risk
🛡️ Risk Budgeting Audit: Portfolio exceeds empirical benchmark efficiency across 100% of holdings.
4. Volatility & Drawdown Analysis
Standard Deviation, Historical Downside Risk & Max Drawdown
ANNUALIZED STD DEVIATION
11.8%
Lower vs 14.5% Index
Narrow Return Distribution (Low Panic Risk)
HISTORICAL MAX DRAWDOWN
-12.4%
Protected vs -18.6% Index
During 2020/2022 Market Crash (Recovered in 4M)
🛡️ Downside Capture (68%) vs Upside Capture (105%)
Asymmetric Return Profile
● Only falls ₹68 for every ₹100 market drop
● Rises ₹105 for every ₹100 market rally
✅ Psychological Volatility Threshold: Portfolio matches client risk budgeting with zero panic selling triggers.