- Manager
- Alphagrep Investment Management
- Service
- Discretionary
- Asset class
- Equity
AlphaGrep Multi-Factor Quant Portfolio
−5.97%
1-year return
Benchmark S and P BSE 500 Total Return Index −2.33% · to 30 Sep 2026
Alphagrep Investment Management’s AlphaGrep Multi-Factor Quant Portfolio returned −5.97% over the year to 30 Sep 2026, against −2.33% for its benchmark, the S and P BSE 500 Total Return Index. It managed ₹36.49 crore across its clients.
Key numbers
- AUM
- ₹36.49 Cr
- Benchmark
- S and P BSE 500 Total Return Index
- Turnover, past year
- 5.43×
- Min. investment
- ₹50 lakh (SEBI)
- Reported to SEBI
- 30 Sep 2026
Returns vs benchmark
| Period | This strategy | S and P BSE 500 Total Return Index | Difference |
|---|---|---|---|
| 1 month | −6.61% | −5.57% | −1.04% |
| 3 months | −4.13% | −3.59% | −0.54% |
| 6 months | +2.90% | +8.07% | −5.17% |
| 1 year | −5.97% | −2.33% | −3.64% |
| 2 years | −6.20% | −3.93% | −2.27% |
| 3 years | +10.09% | +9.20% | +0.89% |
| Since inception | +11.80% | +10.85% | +0.95% |
Time-weighted returns (TWRR) as the managers report them to SEBI, after fees and expenses; periods over a year are annualised. Reported for 30 Sep 2026.
Portfolio mix
- Listed equity97.84%₹35.70 Cr
- Cash and other2.16%₹0.79 Cr
Flows and turnover
- Inflow, Sep 2026
- ₹0
- Outflow, Sep 2026
- ₹5.81 Cr
- Net, Sep 2026
- −₹5.81 Cr
- Net, FY to date
- −₹26.63 Cr
- Turnover, month
- 0.21×
- Turnover, past year
- 5.43×
Money clients put in and took out. The financial year runs from 1 April.
FAQs
What has AlphaGrep Multi-Factor Quant Portfolio returned?
−5.97% over the year to 30 Sep 2026, time-weighted as reported to SEBI. 1 month: −6.61%; 3 months: −4.13%; 6 months: 2.90%; 1 year: −5.97%; 2 years: −6.20%; 3 years: 10.09%; Since inception: 11.80%.
How has it done against its benchmark?
Its benchmark, the S and P BSE 500 Total Return Index, returned −2.33% over the year, so the strategy was 3.64 percentage points behind.
How much does AlphaGrep Multi-Factor Quant Portfolio manage?
₹36.49 crore at 30 Sep 2026, as reported to SEBI.
What is the minimum investment in a PMS?
SEBI sets the minimum at ₹50 lakh per client, in cash or securities. A manager can ask for more.
Who manages AlphaGrep Multi-Factor Quant Portfolio?
Alphagrep Investment Management, a SEBI-registered portfolio manager (INP000007401), runs it as a discretionary service.
How are PMS returns reported?
Portfolio managers report each strategy’s time-weighted return (TWRR) to SEBI every month, after fees and expenses, beside the benchmark they chose. Periods over a year are annualised.
For information only. Not investment advice or a research report. Past performance does not guarantee future returns. PMS investments carry higher minimums and risks; read the disclosure document.
Full disclaimerSee how a PMS fits your plan
Armor checks every holding against your goals, risk and timeline.
Get the app