Dsp Quant Fund Overview
Category Quant Fund
BMSMONEY Rank None
BMSMONEY Rating
Growth Option As On: 22-04-2024
NAV ₹19.19 (R) +0.87% ₹19.89 (D) +0.88%
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 22.92% 11.86% -% -% -%
LumpSum Dir. P 23.82% 12.68% -% -% -%
SIP Reg. P 1.61% 7.36% -% -% -%
SIP Dir. P 2.4% 8.15% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.25 0.15 0.4 -6.07% 0.04
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.69% -14.7% -18.37% 0.95 9.24%

NAV Date: 22-04-2024

Scheme Name NAV Rupee Change Percent Change
DSP Quant Fund - Regular Plan - IDCW 17.29
0.1500
0.8700%
DSP Quant Fund - Direct Plan - IDCW 17.99
0.1600
0.8800%
DSP Quant Fund - Regular Plan - Growth 19.19
0.1700
0.8700%
DSP Quant Fund - Direct Plan - Growth 19.89
0.1700
0.8800%

Review Date: March 28, 2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on four return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: One return parameter of the DSP Quant Fund is in the top 25% in the category, as shown below:
      • 1M Return %
    2. Above Average Below the Top 25%: The fund does not have any return parameter which is above average but below the top 25%.
    3. Below Average: DSP Quant Fund has three return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 3Y Return %
      • 3M Return %
  2. Risk: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. For DSP Quant Fund, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: DSP Quant Fund does not have any risk parameters in the lowest 25% of the category. It means the fund has high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: DSP Quant Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: DSP Quant Fund has two parameters that are above average which are listed below:
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 13.69 %.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 9.24 %.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For DSP Quant Fund, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.
    3. Below Average Risk Adjusted Performance Parameters: DSP Quant Fund has four risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: DSP Quant Fund has a Sharpe Ratio of 0.25 compared to the category average of 0.62.
      • Sterling Ratio: DSP Quant Fund has a Sterling Ratio of 0.4 compared to the category average of 0.7.
      • Sortino Ratio: DSP Quant Fund has a Sortino Ratio of 0.15 compared to the category average of 0.33.
      • Treynor Ratio: DSP Quant Fund has a Treynor Ratio of 0.04 compared to the category average of 0.09.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 0.00
1.97
0.00 | 5.78 7 | 7
No
No
Yes
3M Return % 3.42
7.77
3.42 | 16.21 7 | 7
No
No
Yes
6M Return % 11.75
23.61
10.46 | 44.21 6 | 7
No
No
Yes
1Y Return % 22.92
43.17
22.92 | 67.63 7 | 7
No
No
Yes
3Y Return % 11.86
16.61
11.78 | 23.66 3 | 4
No
No
Yes
1Y SIP Return % 1.61
22.28
1.61 | 52.02 7 | 7
No
No
Yes
3Y SIP Return % 7.36
14.49
7.36 | 23.17 4 | 4
No
No
Yes
Standard Deviation 13.69
12.32
10.78 | 13.69 4 | 4
No
No
Yes
Semi Deviation 9.24
8.58
7.70 | 9.24 4 | 4
No
No
Yes
Max Drawdown % -18.37
-13.52
-18.37 | -10.28 4 | 4
No
No
Yes
VaR 1 Y % -14.70
-13.79
-15.49 | -12.11 3 | 4
No
No
Yes
Average Drawdown % -6.25
-5.63
-7.02 | -4.51 3 | 4
No
No
Yes
Sharpe Ratio 0.25
0.62
0.25 | 1.08 4 | 4
No
No
Yes
Sterling Ratio 0.40
0.70
0.40 | 1.10 4 | 4
No
No
Yes
Sortino Ratio 0.15
0.33
0.14 | 0.59 3 | 4
No
No
Yes
Jensen Alpha % -6.07
0.29
-6.07 | 5.67 4 | 4
No
No
Yes
Treynor Ratio 0.04
0.09
0.04 | 0.15 4 | 4
No
No
Yes
Modigliani Square Measure % 10.95
17.03
10.95 | 22.97 4 | 4
No
No
Yes
Alpha % -6.86
-2.45
-7.18 | 4.60 3 | 4
No
No
Yes
Return data last Updated On : April 22, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 0.06 2.04 0.06 | 5.87 7 | 7
No
No
Yes
3M Return % 3.61 8.04 3.61 | 16.56 7 | 7
No
No
Yes
6M Return % 12.16 24.25 11.29 | 45.12 6 | 7
No
No
Yes
1Y Return % 23.82 44.72 23.82 | 69.99 7 | 7
No
No
Yes
3Y Return % 12.68 17.66 12.68 | 24.46 4 | 4
No
No
Yes
1Y SIP Return % 2.40 23.67 2.40 | 54.16 7 | 7
No
No
Yes
3Y SIP Return % 8.15 15.51 8.15 | 23.89 4 | 4
No
No
Yes
Standard Deviation 13.69 12.32 10.78 | 13.69 4 | 4
No
No
Yes
Semi Deviation 9.24 8.58 7.70 | 9.24 4 | 4
No
No
Yes
Max Drawdown % -18.37 -13.52 -18.37 | -10.28 4 | 4
No
No
Yes
VaR 1 Y % -14.70 -13.79 -15.49 | -12.11 3 | 4
No
No
Yes
Average Drawdown % -6.25 -5.63 -7.02 | -4.51 3 | 4
No
No
Yes
Sharpe Ratio 0.25 0.62 0.25 | 1.08 4 | 4
No
No
Yes
Sterling Ratio 0.40 0.70 0.40 | 1.10 4 | 4
No
No
Yes
Sortino Ratio 0.15 0.33 0.14 | 0.59 3 | 4
No
No
Yes
Jensen Alpha % -6.07 0.29 -6.07 | 5.67 4 | 4
No
No
Yes
Treynor Ratio 0.04 0.09 0.04 | 0.15 4 | 4
No
No
Yes
Modigliani Square Measure % 10.95 17.03 10.95 | 22.97 4 | 4
No
No
Yes
Alpha % -6.86 -2.45 -7.18 | 4.60 3 | 4
No
No
Yes
Return data last Updated On : April 22, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.87 ₹ 10087.0 0.88 ₹ 10088.0
1W 0.56 ₹ 10056.0 0.58 ₹ 10058.0
1M 0.0 ₹ 10000.0 0.06 ₹ 10006.0
3M 3.42 ₹ 10342.0 3.61 ₹ 10361.0
6M 11.75 ₹ 11175.0 12.16 ₹ 11216.0
1Y 22.92 ₹ 12292.0 23.82 ₹ 12382.0
3Y 11.86 ₹ 13997.0 12.68 ₹ 14307.0
5Y - ₹ - - ₹ -
7Y - ₹ - - ₹ -
10Y - ₹ - - ₹ -
15Y - ₹ - - ₹ -

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 1.6053 ₹ 12104.112 2.4016 ₹ 12155.568
3Y ₹ 36000 7.3575 ₹ 40240.836 8.1547 ₹ 40719.348
5Y ₹ 60000 - ₹ - - ₹ -
7Y ₹ 84000 - ₹ - - ₹ -
10Y ₹ 120000 - ₹ - - ₹ -
15Y ₹ 180000 - ₹ - - ₹ -


Date NAV Regular Growth NAV Direct Growth
22-04-2024 19.186 19.891
19-04-2024 19.02 19.717
18-04-2024 18.995 19.692
16-04-2024 19.079 19.777
15-04-2024 19.212 19.915
12-04-2024 19.47 20.181
09-04-2024 19.636 20.352
08-04-2024 19.679 20.396
05-04-2024 19.627 20.341
04-04-2024 19.553 20.264
03-04-2024 19.509 20.218
02-04-2024 19.552 20.262
01-04-2024 19.592 20.303
28-03-2024 19.424 20.127
27-03-2024 19.22 19.916
26-03-2024 19.186 19.88
22-03-2024 19.195 19.888
21-03-2024 19.109 19.799
20-03-2024 18.931 19.614
19-03-2024 18.93 19.612
18-03-2024 19.137 19.826
15-03-2024 19.119 19.807
14-03-2024 19.192 19.882
13-03-2024 18.995 19.677
12-03-2024 19.178 19.867
11-03-2024 19.228 19.917
07-03-2024 19.287 19.977
06-03-2024 19.177 19.863
05-03-2024 19.067 19.748
04-03-2024 19.204 19.89
01-03-2024 19.14 19.823
29-02-2024 18.965 19.641
28-02-2024 18.926 19.6
27-02-2024 19.115 19.795
26-02-2024 19.039 19.716
23-02-2024 19.182 19.864
22-02-2024 19.151 19.831
21-02-2024 19.0 19.674
20-02-2024 19.131 19.81
19-02-2024 19.15 19.829
16-02-2024 19.074 19.749
15-02-2024 18.901 19.57
14-02-2024 18.884 19.551
13-02-2024 18.864 19.53
12-02-2024 18.744 19.406
09-02-2024 18.863 19.528
08-02-2024 18.792 19.454
07-02-2024 19.0 19.669
06-02-2024 18.952 19.619
05-02-2024 18.732 19.391
02-02-2024 18.796 19.456
01-02-2024 18.677 19.333
31-01-2024 18.722 19.378
30-01-2024 18.55 19.2
29-01-2024 18.731 19.387
25-01-2024 18.615 19.265
24-01-2024 18.784 19.44
23-01-2024 18.551 19.198
19-01-2024 18.842 19.498
18-01-2024 18.67 19.32
17-01-2024 18.817 19.471
16-01-2024 19.086 19.749
15-01-2024 19.124 19.788
12-01-2024 19.064 19.725
11-01-2024 18.92 19.576
10-01-2024 18.849 19.502
09-01-2024 18.822 19.474
08-01-2024 18.794 19.445
05-01-2024 18.969 19.624
04-01-2024 18.943 19.597
03-01-2024 18.849 19.499
02-01-2024 18.975 19.629
01-01-2024 19.076 19.733
29-12-2023 19.083 19.74
28-12-2023 19.04 19.694
27-12-2023 18.932 19.582
26-12-2023 18.772 19.417
22-12-2023 18.705 19.346
21-12-2023 18.568 19.204
20-12-2023 18.503 19.136
19-12-2023 18.768 19.409
18-12-2023 18.787 19.429
15-12-2023 18.799 19.44
14-12-2023 18.666 19.303
13-12-2023 18.458 19.087
12-12-2023 18.453 19.081
11-12-2023 18.442 19.069
08-12-2023 18.41 19.035
07-12-2023 18.407 19.032
06-12-2023 18.397 19.021
05-12-2023 18.351 18.974
04-12-2023 18.309 18.93
01-12-2023 18.082 18.694
30-11-2023 17.998 18.606
29-11-2023 17.888 18.492
28-11-2023 17.737 18.335
24-11-2023 17.677 18.272
23-11-2023 17.691 18.286
22-11-2023 17.698 18.293
21-11-2023 17.678 18.272
20-11-2023 17.601 18.192
17-11-2023 17.647 18.239
16-11-2023 17.576 18.165
15-11-2023 17.455 18.04
13-11-2023 17.277 17.855
10-11-2023 17.272 17.849
09-11-2023 17.251 17.826
08-11-2023 17.273 17.849
07-11-2023 17.219 17.793
06-11-2023 17.193 17.765
03-11-2023 17.04 17.606
02-11-2023 16.987 17.551
01-11-2023 16.877 17.437
31-10-2023 16.967 17.53
30-10-2023 16.94 17.501
27-10-2023 16.949 17.51
26-10-2023 16.819 17.375
25-10-2023 17.094 17.658
23-10-2023 17.168 17.734
20-10-2023 17.357 17.929
19-10-2023 17.443 18.017
18-10-2023 17.425 17.998
17-10-2023 17.532 18.108
16-10-2023 17.458 18.032
13-10-2023 17.449 18.022
12-10-2023 17.464 18.037
11-10-2023 17.487 18.06
10-10-2023 17.413 17.983
09-10-2023 17.279 17.845
06-10-2023 17.403 17.972
05-10-2023 17.272 17.835
04-10-2023 17.198 17.759
03-10-2023 17.279 17.842
29-09-2023 17.352 17.916
27-09-2023 17.51 18.079
26-09-2023 17.481 18.049
25-09-2023 17.459 18.025
22-09-2023 17.417 17.981
21-09-2023 17.485 18.051
20-09-2023 17.621 18.191
18-09-2023 17.769 18.343
15-09-2023 17.796 18.37
14-09-2023 17.693 18.263
13-09-2023 17.666 18.235
12-09-2023 17.662 18.231
11-09-2023 17.69 18.259
08-09-2023 17.59 18.155
07-09-2023 17.533 18.096
06-09-2023 17.446 18.005
05-09-2023 17.379 17.936
04-09-2023 17.325 17.88
01-09-2023 17.25 17.802
31-08-2023 17.162 17.71
30-08-2023 17.251 17.802
29-08-2023 17.234 17.783
28-08-2023 17.175 17.722
25-08-2023 17.146 17.691
24-08-2023 17.251 17.799
23-08-2023 17.23 17.778
22-08-2023 17.195 17.741
21-08-2023 17.16 17.705
18-08-2023 17.067 17.607
17-08-2023 17.156 17.699
16-08-2023 17.219 17.764
14-08-2023 17.215 17.759
11-08-2023 17.237 17.78
10-08-2023 17.343 17.89
09-08-2023 17.47 18.02
08-08-2023 17.435 17.984
07-08-2023 17.433 17.981
04-08-2023 17.406 17.953
03-08-2023 17.287 17.83
02-08-2023 17.377 17.922
01-08-2023 17.519 18.068
31-07-2023 17.528 18.077
28-07-2023 17.469 18.015
27-07-2023 17.437 17.982
26-07-2023 17.464 18.008
25-07-2023 17.422 17.965
24-07-2023 17.433 17.976
21-07-2023 17.506 18.051
20-07-2023 17.615 18.162
19-07-2023 17.531 18.076
18-07-2023 17.44 17.981
17-07-2023 17.449 17.99
14-07-2023 17.385 17.923
13-07-2023 17.21 17.742
12-07-2023 17.185 17.716
11-07-2023 17.201 17.732
10-07-2023 17.142 17.671
07-07-2023 17.18 17.709
06-07-2023 17.395 17.931
05-07-2023 17.348 17.881
04-07-2023 17.26 17.79
03-07-2023 17.145 17.672
30-06-2023 17.117 17.642
28-06-2023 16.953 17.472
27-06-2023 16.874 17.391
26-06-2023 16.747 17.259
23-06-2023 16.698 17.208
22-06-2023 16.775 17.286
21-06-2023 16.88 17.394
20-06-2023 16.874 17.388
19-06-2023 16.791 17.302
16-06-2023 16.792 17.302
15-06-2023 16.67 17.176
14-06-2023 16.706 17.212
13-06-2023 16.706 17.212
12-06-2023 16.589 17.091
09-06-2023 16.527 17.027
08-06-2023 16.608 17.11
07-06-2023 16.686 17.19
06-06-2023 16.559 17.058
05-06-2023 16.544 17.043
02-06-2023 16.528 17.026
01-06-2023 16.474 16.969
31-05-2023 16.463 16.958
30-05-2023 16.439 16.933
29-05-2023 16.408 16.901
26-05-2023 16.357 16.847
25-05-2023 16.215 16.7
24-05-2023 16.155 16.638
23-05-2023 16.198 16.682
22-05-2023 16.197 16.681
19-05-2023 16.06 16.539
18-05-2023 16.053 16.531
17-05-2023 16.096 16.575
16-05-2023 16.183 16.664
15-05-2023 16.199 16.68
12-05-2023 16.128 16.606
11-05-2023 16.13 16.608
10-05-2023 16.1 16.577
09-05-2023 16.057 16.533
08-05-2023 16.055 16.53
05-05-2023 15.883 16.352
04-05-2023 16.011 16.483
03-05-2023 15.881 16.349
02-05-2023 15.904 16.372
28-04-2023 15.839 16.304
27-04-2023 15.701 16.162
26-04-2023 15.599 16.057
25-04-2023 15.579 16.035
24-04-2023 15.608 16.065

Fund Launch Date: 20/May/2019
Fund Category: Quant Fund
Investment Objective: The investment objective of the Scheme is to deliver superior returns as compared to the underlying benchmark over the medium to long term through investing in equity and equity related securities. The portfolio of stocks will be selected, weighed and rebalanced using stock screeners, factor based scoring and an optimization formula which aims to enhance portfolio exposures to factors representing good investing principles ™ such as growth, value and quality within risk constraints.
Fund Description: An Open ended equity Scheme investing based on a quant model theme
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.