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