MutualScreener — Data-Driven Indian Mutual Fund Analytics & Portfolio Optimization
Professional-grade mutual fund screening, real-time portfolio backtesting, stock lookthrough, and Markowitz Efficient Frontier optimization for Indian Mutual Funds (AMFI).
Filter, screen, and rank 1,500+ Indian direct mutual funds across Large Cap, Mid Cap, Small Cap, Flexi Cap, Hybrid, and Debt categories using our proprietary 5-Pillar Quant Score (0–100):
- Returns & Momentum (25%): Multi-horizon trailing CAGR (1Y, 3Y, 5Y, 10Y) and 3Y rolling return consistency.
- Downside Risk Preservation (25%): Sortino ratio, downside semi-deviation (MAR = 0%), and maximum historical drawdown (MDD).
- Risk-Adjusted Efficiency (20%): Sharpe Ratio (RBI 91-day T-Bill risk-free rate $R_f = 6.5\%$) and Jensen's Alpha.
- Valuation & Quality (15%): Weighted P/E, P/B ratios (Equity) and sovereign AAA/SOV credit quality rating (Debt).
- Cost & Stability (15%): Direct Total Expense Ratio (TER), fund manager tenure, and AUM size stability.
2. Custom Portfolio Review & Real-Time Backtesting (/portfolio-review)
Understand and stress-test your mutual fund portfolio in real time:
- Dynamic Real-Time Weight Sliders: Adjust fund weights (0–100%) with zero latency to recalculate Portfolio CAGR, Annualized Volatility ($\sigma_p$), Sharpe Ratio, Sortino Ratio, and Worst Historical Drawdown.
- Consolidated Stock Lookthrough: Instantly aggregate all underlying stock and debt holdings across every fund in your portfolio to reveal true exposure to individual companies (e.g. HDFC Bank, Reliance Industries, ICICI Bank).
- Downloadable Portfolio Review Report: 1-click export of an audit-ready, executive HTML & PDF portfolio health check report containing asset allocation, top 10 company exposures, sector breakdowns, market cap distribution (Giant, Large, Mid, Small), and fee drag analysis.
- Corpus Rupee Allocation Calculator: Convert percentage weights into exact rupee amounts (e.g., ₹5,00,000, ₹10,00,000, or custom amounts).
3. Mutual Fund Overlap & Duplicate Stocks Calculator (/mutual-fund-overlap)
Detect hidden overlap and eliminate phantom diversification between multiple mutual funds:
- Pairwise Holdings Overlap Matrix: Exact minimum-weight intersection formula $\sum_{k} \min(w_{A,k}, w_{B,k})$ showing true percentage duplication between fund pairs.
- Common Securities Breakdown: Inspect shared stock holdings, weight variances, and unique non-overlapping positions to prevent paying multiple expense ratios for the same underlying portfolio.
Explore Markowitz Efficient Frontier portfolios using mathematical quadratic optimization:
- SciPy SLSQP Solver: Solves optimal long-only non-negative portfolio weights satisfying $\sum w_i = 1$ and $\mathbf{w}^T \mathbf{\mu} = r_{\text{target}}$.
- Ledoit-Wolf Covariance Shrinkage: Shrinks sample covariance matrix $\mathbf{S}$ toward a structured constant-correlation target $\mathbf{F}$ ($\mathbf{\Sigma}^* = \delta \mathbf{F} + (1-\delta)\mathbf{S}$) guaranteeing positive-definite eigenvalues.
- Optimization Modes: Global Minimum Variance (GMV), Maximum Sharpe Ratio (Tangency Portfolio), and Equal Risk Contribution (Risk Parity).