FACTORIAL MANAGEMENT Ltd
CIK 0001697137
Annualised vol
7.518384%
Beta
0.054612
HHI
3417.51841
Top-10 weight
100.0%
VaR 95%
0.62123%
VaR 99%
1.610069%
Max drawdown
17.045621%
Matched value
67.420331%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| HDB | UNCHANGED | HDFC BANK LTD | SPONSORED ADS | 40415F101 | 1,453,196 | 40.17 | 56260.0 |
| - | ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 | 1,178,750 | 32.58 | 1000000.0 | |
| TCOM | UNCHANGED | TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 | 986,108 | 27.26 | 1000000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-07-16 | 3,618,054 | 3 | 7.518384 | 0.054612 | 17.045621 |
| 2026-03-31 | 2026-04-20 | 3,824,437 | 3 | 7.156439 | 0.051867 | 15.631524 |
| 2025-12-31 | 2026-01-26 | 4,840,647 | 3 | 7.515622 | 0.054615 | 17.949263 |
| 2025-09-30 | 2025-10-31 | 5,044,904 | 3 | 7.056637 | 0.051274 | 16.226643 |
| 2025-03-31 | 2025-04-08 | 0 | ||||
| 2024-12-31 | 2025-01-16 | 0 |