Multi Cap
Direct
Multi-Cap Balanced Mandate
Mahindra Manulife Multi Cap
Primary Benchmark Index: Nifty 500 Multicap 50:25:25
Net Assets (AUM)
₹4,200 Cr
Expense Ratio (TER)
0.75%
Portfolio Turnover
90%
01 // Quantitative Risk & Efficiency Matrix
STANDARDIZED 36-MONTH / ROLLING METRICS
Information Ratio
Skill
1.38
Active Consistency
>0.50 Ideal
Sharpe Ratio
Risk-Adj
1.75
Return / Unit Risk
>1.00 Strong
Portfolio Beta
Sensitivity
1.02
High-Beta Aggressive
Idx = 1.00
Std. Deviation
Volatility
15.1%
Annualized Dispersion
Sigma (σ)
Max Drawdown
Tail Risk
-14.80%
Peak-to-Trough
Stress Test
Top 10 Weight
Conviction
37.8%
Top 3: 14.8%
Of Portfolio
Alpha Attribution & Benchmark Spread
CAGR (%) & Active OutperformanceHorizon
Relative Trajectory
Fund
Benchmark
Net Alpha
1-Year Horizon
Short-Term Momentum
47.2%
41.2%
+6%
3-Year CAGR
Core Cycle Compounding
34.5%
28.5%
+6%
3-Year Institutional Capital Simulation (Base: ₹1,00,000)
Implied compounded value at reported 3Y CAGR vs. Benchmark Index
Fund Value
₹2,43,314
Benchmark
₹2,12,182
Active Spread
+₹31,132
Market Capitalization Architecture
Equity Size Exposure Breakdown
Equity
100%
Large-Cap Equities (Top 100)
42%
Mid-Cap Equities (Rank 101–250)
30%
Small-Cap Equities (Rank 251+)
28%
Sector Allocation & Top-10 Conviction Ledger
Disclosed Portfolio WeightsFinancials
22%
Auto
18%
Capital Goods
14%
Top 10 Active Concentration: 37.8% of AUM
TOP-3 WEIGHT: 14.8%
Rank
Constituent Security
Conviction Scale
Weight
#01
Reliance Ind
5.5%
#02
ICICI Bank
4.8%
#03
State Bank of India
4.5%
#04
HDFC Bank
4.2%
#05
Larsen & Toubro
3.8%
#06
Bharti Airtel
3.5%
#07
Infosys
3.2%
#08
Tata Motors
3.0%
#09
M&M
2.8%
#10
NTPC
2.5%
Quantitative Research Attribution
Desk Dossier
Downside Drawdown & Capture Profile
FACTOR // 01
डाउन-कैप्चर 90% है। यह फंड तेज़ी वाले बाज़ारों में ज़्यादा रिस्क लेता है।
Quantitative Framework & Manager DNA
FACTOR // 02
मैनेजर का फोकस 'Earnings Momentum' पर होता है। जिन कंपनियों की कमाई तेज़ी से बढ़ रही है, वे तुरंत उनके पोर्टफोलियो में आ जाती हैं।
Portfolio Concentration & Turnover Velocity
FACTOR // 03
छोटा AUM (Asset Under Management) होने के कारण यह स्मॉल और मिडकैप स्पेस में बहुत फुर्तीला (Agile) है।
Rolling Return Distribution & Consistency
FACTOR // 04
पिछले 3 सालों की रोलिंग कंसिस्टेंसी 82% है।
Quantitative Synthesis & Mandate Fit
DESK SUMMARY
अग्रेसिव इन्वेस्टर्स जो एक उभरते हुए (Emerging) मल्टी-कैप फंड को अपने पोर्टफोलियो में रखना चाहते हैं।
02 // Portfolio Governance & Subscription Mandate
STRUCTURAL PARAMETERS
FP
Lead Portfolio Manager
Fatema Pacha
PGDM Finance • 16 Years Exp.
Academic Pedigree
PGDM Finance
Market Tenure
16 Years
Fund Inception
May 2017
Min. Lumpsum
₹1000
Min. SIP Mandate
₹500
Exit Load / Lock-In
1% (1y) (None)