| Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| |
9.94% | 13.72% | % | % | % | 10.55% | 14.44% | % | % | % | 11.77% | -14.06% | -16.54% | 3.71% | 0.78 | 0.27 | 0.56 | ||
| |
5.06% | 17.32% | 22.25% | 14.04% | 11.72% | 5.62% | 17.99% | 23.06% | 14.82% | 12.32% | 14.68% | -15.90% | -17.04% | 4.63% | 0.98 | 0.35 | 0.67 | ||
| |
5.37% | 19.55% | % | % | % | 6.83% | 21.02% | % | % | % | 18.09% | -21.75% | -26.27% | 3.58% | 1.20 | 0.32 | 0.62 | ||
| |
-3.21% | 22.02% | % | % | % | -1.87% | 23.87% | % | % | % | 18.03% | -23.36% | -22.76% | 8.72% | 1.10 | 0.43 | 0.83 | ||
| |
2.29% | 10.90% | 11.08% | % | % | 3.85% | 12.69% | 12.89% | % | % | 14.24% | -19.69% | -19.11% | -0.23% | 0.89 | 0.16 | 0.29 | ||
| |
0.48% | 6.67% | 14.49% | % | % | 1.20% | 7.45% | 15.33% | % | % | 14.34% | -17.85% | -23.62% | -5.09% | 0.93 | 0.03 | 0.00 | ||
| |
-6.61% | 8.81% | % | % | % | -5.29% | 10.53% | % | % | % | 14.93% | -22.39% | -23.10% | -2.96% | 0.98 | 0.10 | 0.17 |
Return Calculated On: 13 March 2025 | Ratios Calculated On: 28 February 2025
As On: 13 March 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-0.54
|
-1.57
|
-4.13
|
-12.96
|
-16.48
|
0.48
|
6.67
|
14.49
|
|
|
|
| ICICI Prudential Quant Fund |
-0.39
|
-1.35
|
-1.87
|
-8.94
|
-11.88
|
9.94
|
13.72
|
|
|
|
|
| iifl quant fund |
0.01
|
-0.91
|
-2.66
|
-13.42
|
-18.79
|
5.37
|
19.55
|
|
|
|
|
| Kotak Quant Fund |
-0.58
|
-1.05
|
-3.21
|
-13.91
|
-17.93
|
0.40
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
-0.73
|
-3.33
|
-8.59
|
-22.86
|
-25.05
|
|
|
|
|
|
|
| quant Quantamental Fund |
-0.60
|
-1.63
|
-3.38
|
-13.97
|
-21.59
|
-3.21
|
22.02
|
|
|
|
|
| Nippon India Quant Fund |
-0.32
|
-1.06
|
-2.33
|
-12.76
|
-12.67
|
5.06
|
17.32
|
22.25
|
14.04
|
11.72
|
11.93
|
| Tata Quant Fund |
-0.77
|
-2.24
|
-5.78
|
-14.46
|
-18.90
|
2.29
|
10.90
|
11.08
|
|
|
|
| Axis Quant Fund |
-0.29
|
-1.14
|
-5.40
|
-16.57
|
-20.81
|
-6.61
|
8.81
|
|
|
|
|
| Nifty 500 Total Return Index |
-0.44
|
-1.32
|
-3.46
|
-13.46
|
-15.40
|
3.69
|
13.09
|
21.08
|
13.17
|
12.25
|
12.21
|
As On: 13 March 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-0.53
|
-1.55
|
-4.08
|
-12.80
|
-16.18
|
1.20
|
7.45
|
15.33
|
|
|
|
| ICICI Prudential Quant Fund |
-0.38
|
-1.36
|
-1.82
|
-8.75
|
-11.59
|
10.55
|
14.44
|
|
|
|
|
| iifl quant fund |
0.01
|
-0.89
|
-2.57
|
-13.14
|
-18.24
|
6.83
|
21.02
|
|
|
|
|
| Kotak Quant Fund |
-0.59
|
-1.04
|
-3.19
|
-13.86
|
-17.84
|
0.72
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
-0.73
|
-3.32
|
-8.57
|
-22.81
|
-24.95
|
|
|
|
|
|
|
| quant Quantamental Fund |
-0.59
|
-1.61
|
-3.28
|
-13.67
|
-21.05
|
-1.87
|
23.87
|
|
|
|
|
| Nippon India Quant Fund |
-0.31
|
-1.05
|
-2.29
|
-12.64
|
-12.42
|
5.62
|
17.99
|
23.06
|
14.82
|
12.32
|
|
| Tata Quant Fund |
-0.77
|
-2.21
|
-5.67
|
-14.14
|
-18.29
|
3.85
|
12.69
|
12.89
|
|
|
|
| Axis Quant Fund |
-0.34
|
-1.14
|
-5.35
|
-16.30
|
-20.29
|
-5.29
|
10.53
|
|
|
|
|
| Nifty 500 Total Return Index |
-0.44
|
-1.32
|
-3.46
|
-13.46
|
-15.40
|
3.69
|
13.09
|
21.08
|
13.17
|
12.25
|
12.21
|
As On: 13 March 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-13.84
|
5.46
|
8.58
|
|
|
|
| ICICI Prudential Quant Fund |
-5.56
|
14.02
|
|
|
|
|
| iifl quant fund |
-15.07
|
18.38
|
|
|
|
|
| Kotak Quant Fund |
-18.49
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
|
|
|
|
|
|
| quant Quantamental Fund |
-23.90
|
14.19
|
|
|
|
|
| Nippon India Quant Fund |
-10.34
|
15.84
|
18.33
|
17.11
|
15.10
|
13.22
|
| Tata Quant Fund |
-16.65
|
7.55
|
9.31
|
|
|
|
| Axis Quant Fund |
-23.85
|
5.99
|
|
|
|
|
As On: 13 March 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-13.19
|
6.25
|
9.41
|
|
|
|
| ICICI Prudential Quant Fund |
-4.91
|
14.76
|
|
|
|
|
| iifl quant fund |
-13.85
|
19.96
|
|
|
|
|
| Kotak Quant Fund |
-18.24
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
|
|
|
|
|
|
| quant Quantamental Fund |
-22.79
|
15.96
|
|
|
|
|
| Nippon India Quant Fund |
-9.84
|
16.50
|
19.08
|
17.87
|
15.79
|
|
| Tata Quant Fund |
-15.32
|
9.32
|
11.10
|
|
|
|
| Axis Quant Fund |
-22.74
|
7.69
|
|
|
|
|
Performance Indicators
Calculated On: 28 February 2025
| Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|---|---|---|---|---|
| Dsp Quant Fund | -23.62 | -17.85 | -6.61 | 14.34 | 9.79 |
| Icici Prudential Quant Fund | -16.54 | -14.06 | -5.41 | 11.77 | 8.70 |
| Iifl Quant Fund | -26.27 | -21.75 | -7.90 | 18.09 | 12.94 |
| Quant Quantamental Fund | -22.76 | -23.36 | -8.65 | 18.03 | 12.76 |
| Nippon India Quant Fund | -17.04 | -15.90 | -5.54 | 14.68 | 10.30 |
| Tata Quant Fund | -19.11 | -19.69 | -6.19 | 14.24 | 10.26 |
| Axis Quant Fund | -23.10 | -22.39 | -7.60 | 14.93 | 10.86 |
Calculated On: 28 February 2025
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
0.00
|
0.03
|
0.24
|
0.42
|
-5.09
|
0.93 |
0.89
|
|
0.63
|
-5.9000
|
| Icici Prudential Quant Fund |
0.56
|
0.27
|
0.57
|
0.37
|
3.71
|
0.78 |
0.92
|
|
1.27
|
1.0200
|
| Iifl Quant Fund |
0.62
|
0.32
|
0.59
|
0.43
|
3.58
|
1.20 |
0.93
|
|
1.37
|
6.0500
|
| Quant Quantamental Fund |
0.83
|
0.43
|
0.68
|
0.42
|
8.72
|
1.10 |
0.77
|
|
1.59
|
9.8900
|
| Nippon India Quant Fund |
0.67
|
0.35
|
0.66
|
0.38
|
4.63
|
0.98 |
0.94
|
|
1.40
|
4.4300
|
| Tata Quant Fund |
0.29
|
0.16
|
0.38
|
0.39
|
-0.23
|
0.89 |
0.82
|
|
0.98
|
-1.5300
|
| Axis Quant Fund |
0.17
|
0.10
|
0.29
|
0.40
|
-2.96
|
0.98 |
0.90
|
|
0.84
|
-3.1900
|