Icici Prudential Quant Fund Overview
Category Quant Fund
BMSMONEY Rank None
BMSMONEY Rating
Growth Option As On: 25-04-2024
NAV ₹19.39 (R) +0.05% ₹19.83 (D) 0.0%
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 33.91% 18.92% -% -% -%
LumpSum Dir. P 34.71% 19.71% -% -% -%
SIP Reg. P 32.08% 19.46% -% -% -%
SIP Dir. P 32.79% 20.18% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.88 0.46 0.88 4.03% 0.13
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
10.78% -12.11% -10.28% 0.75 7.7%

NAV Date: 25-04-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Quant Fund IDCW 14.75
0.0000
0.0000%
ICICI Prudential Quant Fund Direct Plan IDCW 15.15
0.0000
0.0000%
ICICI Prudential Quant Fund Growth 19.39
0.0100
0.0500%
ICICI Prudential Quant Fund Direct Plan Growth 19.83
0.0000
0.0000%

Review Date: March 28, 2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It captures the increment in the investment's value during the investment period, articulated as either a percentage or a monetary denomination. We carefully examined four return parameters of this fund to gauge its performance. The return parameters have been divided into three performance groups: the top 25%, parameters below the top 25% but exceeding the average, and parameters below the average mark. Please find the detailed analysis below.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: The ICICI Prudential Quant Fund has two return parameters in the category, which are above average but below the top 25%, as shown below:
      • 1M Return %
      • 3Y Return %
    3. Below Average: ICICI Prudential Quant Fund has two return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 3M Return %
  2. Risk: Various factors can lead to the risk of either not meeting expected returns or encountering a monetary loss. For ICICI Prudential 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%: The fund has two risk parameters in the lowest 25% in the category, 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 10.78 %.
      • 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 7.7 %.
    2. Below Average but Above the Lowest 25%: ICICI Prudential Quant Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: ICICI Prudential Quant Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    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: ICICI Prudential Quant Fund has four risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: ICICI Prudential Quant Fund has a Sharpe Ratio of 0.88 compared to the category average of 0.62.
      • Sterling Ratio: ICICI Prudential Quant Fund has a Sterling Ratio of 0.88 compared to the category average of 0.7.
      • Sortino Ratio: ICICI Prudential Quant Fund has a Sortino Ratio of 0.46 compared to the category average of 0.33.
      • Treynor Ratio: ICICI Prudential Quant Fund has a Treynor Ratio of 0.13 compared to the category average of 0.09.
    3. Below Average 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.


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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 % 1.78
3.43
0.77 | 7.80 6 | 7
No
No
Yes
3M Return % 4.47
6.38
3.21 | 12.08 6 | 7
No
No
Yes
6M Return % 20.43
27.56
14.64 | 47.66 5 | 7
No
No
No
1Y Return % 33.91
43.77
23.13 | 68.67 5 | 7
No
No
No
3Y Return % 18.92
16.73
11.87 | 24.09 2 | 4
Yes
No
No
1Y SIP Return % 32.08
43.47
19.70 | 77.55 5 | 7
No
No
No
3Y SIP Return % 19.46
19.12
11.72 | 28.26 2 | 4
Yes
No
No
Standard Deviation 10.78
12.32
10.78 | 13.69 1 | 4
Yes
Yes
No
Semi Deviation 7.70
8.58
7.70 | 9.24 1 | 4
Yes
Yes
No
Max Drawdown % -10.28
-13.52
-18.37 | -10.28 1 | 4
Yes
Yes
No
VaR 1 Y % -12.11
-13.79
-15.49 | -12.11 1 | 4
Yes
Yes
No
Average Drawdown % -4.73
-5.63
-7.02 | -4.51 2 | 4
Yes
No
No
Sharpe Ratio 0.88
0.62
0.25 | 1.08 2 | 4
Yes
No
No
Sterling Ratio 0.88
0.70
0.40 | 1.10 2 | 4
Yes
No
No
Sortino Ratio 0.46
0.33
0.14 | 0.59 2 | 4
Yes
No
No
Jensen Alpha % 4.03
0.29
-6.07 | 5.67 2 | 4
Yes
No
No
Treynor Ratio 0.13
0.09
0.04 | 0.15 2 | 4
Yes
No
No
Modigliani Square Measure % 21.77
17.03
10.95 | 22.97 2 | 4
Yes
No
No
Alpha % -0.36
-2.45
-7.18 | 4.60 2 | 4
Yes
No
No
Return data last Updated On : April 25, 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 % 1.80 3.50 0.82 | 7.91 6 | 7
No
No
Yes
3M Return % 4.53 6.62 3.39 | 12.40 6 | 7
No
No
Yes
6M Return % 20.77 28.21 15.36 | 48.58 5 | 7
No
No
No
1Y Return % 34.71 45.31 24.02 | 71.04 5 | 7
No
No
No
3Y Return % 19.71 17.77 12.69 | 24.89 2 | 4
Yes
No
No
1Y SIP Return % 32.79 44.98 20.57 | 79.88 5 | 7
No
No
No
3Y SIP Return % 20.18 20.13 12.52 | 28.98 2 | 4
Yes
No
No
Standard Deviation 10.78 12.32 10.78 | 13.69 1 | 4
Yes
Yes
No
Semi Deviation 7.70 8.58 7.70 | 9.24 1 | 4
Yes
Yes
No
Max Drawdown % -10.28 -13.52 -18.37 | -10.28 1 | 4
Yes
Yes
No
VaR 1 Y % -12.11 -13.79 -15.49 | -12.11 1 | 4
Yes
Yes
No
Average Drawdown % -4.73 -5.63 -7.02 | -4.51 2 | 4
Yes
No
No
Sharpe Ratio 0.88 0.62 0.25 | 1.08 2 | 4
Yes
No
No
Sterling Ratio 0.88 0.70 0.40 | 1.10 2 | 4
Yes
No
No
Sortino Ratio 0.46 0.33 0.14 | 0.59 2 | 4
Yes
No
No
Jensen Alpha % 4.03 0.29 -6.07 | 5.67 2 | 4
Yes
No
No
Treynor Ratio 0.13 0.09 0.04 | 0.15 2 | 4
Yes
No
No
Modigliani Square Measure % 21.77 17.03 10.95 | 22.97 2 | 4
Yes
No
No
Alpha % -0.36 -2.45 -7.18 | 4.60 2 | 4
Yes
No
No
Return data last Updated On : April 25, 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 0.05 ₹ 10005.0 0.0 ₹ 10000.0
1W 1.31 ₹ 10131.0 1.28 ₹ 10128.0
1M 1.78 ₹ 10178.0 1.8 ₹ 10180.0
3M 4.47 ₹ 10447.0 4.53 ₹ 10453.0
6M 20.43 ₹ 12043.0 20.77 ₹ 12077.0
1Y 33.91 ₹ 13391.0 34.71 ₹ 13471.0
3Y 18.92 ₹ 16817.0 19.71 ₹ 17154.0
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 32.0816 ₹ 13996.128 32.7857 ₹ 14038.224
3Y ₹ 36000 19.4596 ₹ 47915.676 20.1765 ₹ 48398.796
5Y ₹ 60000 - ₹ - - ₹ -
7Y ₹ 84000 - ₹ - - ₹ -
10Y ₹ 120000 - ₹ - - ₹ -
15Y ₹ 180000 - ₹ - - ₹ -


Date NAV Regular Growth NAV Direct Growth
25-04-2024 19.39 19.83
24-04-2024 19.38 19.83
23-04-2024 19.3 19.74
22-04-2024 19.28 19.72
19-04-2024 19.14 19.58
18-04-2024 19.11 19.54
16-04-2024 19.19 19.62
15-04-2024 19.21 19.65
12-04-2024 19.4 19.84
09-04-2024 19.45 19.89
08-04-2024 19.45 19.89
05-04-2024 19.4 19.84
04-04-2024 19.38 19.81
03-04-2024 19.38 19.81
02-04-2024 19.36 19.8
01-04-2024 19.33 19.77
28-03-2024 19.17 19.6
27-03-2024 19.04 19.47
26-03-2024 19.05 19.48
22-03-2024 18.98 19.41
21-03-2024 18.88 19.31
20-03-2024 18.61 19.03
19-03-2024 18.64 19.06
18-03-2024 18.83 19.25
15-03-2024 18.79 19.21
14-03-2024 18.85 19.27
13-03-2024 18.62 19.05
12-03-2024 18.95 19.37
11-03-2024 19.07 19.5
07-03-2024 19.11 19.54
06-03-2024 19.05 19.48
05-03-2024 19.04 19.46
04-03-2024 19.08 19.51
01-03-2024 19.05 19.48
29-02-2024 18.84 19.26
28-02-2024 18.79 19.21
27-02-2024 18.97 19.4
26-02-2024 18.93 19.35
23-02-2024 19.04 19.46
22-02-2024 19.03 19.45
21-02-2024 18.94 19.36
20-02-2024 19.03 19.45
19-02-2024 18.98 19.4
16-02-2024 18.92 19.34
15-02-2024 18.84 19.25
14-02-2024 18.77 19.19
13-02-2024 18.66 19.07
12-02-2024 18.59 19.0
09-02-2024 18.8 19.21
08-02-2024 18.82 19.23
07-02-2024 18.97 19.38
06-02-2024 18.91 19.32
05-02-2024 18.76 19.17
02-02-2024 18.77 19.18
01-02-2024 18.61 19.02
31-01-2024 18.68 19.09
30-01-2024 18.49 18.89
29-01-2024 18.56 18.97
25-01-2024 18.36 18.76
24-01-2024 18.44 18.84
23-01-2024 18.26 18.66
19-01-2024 18.46 18.86
18-01-2024 18.3 18.7
17-01-2024 18.32 18.71
16-01-2024 18.53 18.93
15-01-2024 18.56 18.96
12-01-2024 18.47 18.87
11-01-2024 18.37 18.76
10-01-2024 18.31 18.7
09-01-2024 18.3 18.7
08-01-2024 18.26 18.65
05-01-2024 18.41 18.8
04-01-2024 18.44 18.83
03-01-2024 18.3 18.7
02-01-2024 18.35 18.74
01-01-2024 18.32 18.71
29-12-2023 18.26 18.65
28-12-2023 18.24 18.63
27-12-2023 18.11 18.49
26-12-2023 18.0 18.38
22-12-2023 17.93 18.31
21-12-2023 17.8 18.18
20-12-2023 17.68 18.06
19-12-2023 18.02 18.4
18-12-2023 17.95 18.32
15-12-2023 17.96 18.34
14-12-2023 17.89 18.26
13-12-2023 17.78 18.15
12-12-2023 17.7 18.08
11-12-2023 17.71 18.08
08-12-2023 17.61 17.98
07-12-2023 17.61 17.97
06-12-2023 17.63 18.0
05-12-2023 17.56 17.93
04-12-2023 17.52 17.88
01-12-2023 17.32 17.68
30-11-2023 17.15 17.51
29-11-2023 17.04 17.39
28-11-2023 16.9 17.25
24-11-2023 16.85 17.19
23-11-2023 16.89 17.24
22-11-2023 16.9 17.25
21-11-2023 16.9 17.24
20-11-2023 16.88 17.23
17-11-2023 16.86 17.21
16-11-2023 16.82 17.17
15-11-2023 16.75 17.09
13-11-2023 16.62 16.96
10-11-2023 16.54 16.88
09-11-2023 16.52 16.86
08-11-2023 16.55 16.89
07-11-2023 16.52 16.85
06-11-2023 16.5 16.83
03-11-2023 16.31 16.64
02-11-2023 16.21 16.54
01-11-2023 16.07 16.4
31-10-2023 16.22 16.55
30-10-2023 16.25 16.58
27-10-2023 16.24 16.57
26-10-2023 16.1 16.42
25-10-2023 16.34 16.67
23-10-2023 16.4 16.73
20-10-2023 16.66 17.0
19-10-2023 16.74 17.08
18-10-2023 16.78 17.11
17-10-2023 16.87 17.2
16-10-2023 16.79 17.12
13-10-2023 16.75 17.08
12-10-2023 16.75 17.08
11-10-2023 16.76 17.09
10-10-2023 16.71 17.04
09-10-2023 16.52 16.84
06-10-2023 16.61 16.94
05-10-2023 16.51 16.83
04-10-2023 16.5 16.83
03-10-2023 16.63 16.96
29-09-2023 16.66 16.99
27-09-2023 16.69 17.02
26-09-2023 16.62 16.94
25-09-2023 16.63 16.95
22-09-2023 16.59 16.91
21-09-2023 16.63 16.95
20-09-2023 16.74 17.07
18-09-2023 16.83 17.16
15-09-2023 16.86 17.18
14-09-2023 16.77 17.09
13-09-2023 16.73 17.05
12-09-2023 16.64 16.96
11-09-2023 16.77 17.09
08-09-2023 16.67 16.99
07-09-2023 16.57 16.89
06-09-2023 16.48 16.8
05-09-2023 16.44 16.76
04-09-2023 16.36 16.67
01-09-2023 16.23 16.54
31-08-2023 16.14 16.45
30-08-2023 16.22 16.53
29-08-2023 16.2 16.51
28-08-2023 16.16 16.47
25-08-2023 16.09 16.4
24-08-2023 16.18 16.49
23-08-2023 16.18 16.49
22-08-2023 16.15 16.46
21-08-2023 16.09 16.4
18-08-2023 16.0 16.3
17-08-2023 16.1 16.4
16-08-2023 16.15 16.45
14-08-2023 16.13 16.44
11-08-2023 16.24 16.55
10-08-2023 16.25 16.55
09-08-2023 16.33 16.64
08-08-2023 16.27 16.57
07-08-2023 16.27 16.57
04-08-2023 16.21 16.51
03-08-2023 16.12 16.42
02-08-2023 16.18 16.48
01-08-2023 16.36 16.66
31-07-2023 16.35 16.65
28-07-2023 16.27 16.57
27-07-2023 16.21 16.51
26-07-2023 16.17 16.47
25-07-2023 16.11 16.4
24-07-2023 16.04 16.34
21-07-2023 16.0 16.3
20-07-2023 16.08 16.38
19-07-2023 16.02 16.31
18-07-2023 15.97 16.26
17-07-2023 16.0 16.29
14-07-2023 15.95 16.24
13-07-2023 15.8 16.09
12-07-2023 15.8 16.09
11-07-2023 15.81 16.09
10-07-2023 15.74 16.02
07-07-2023 15.74 16.02
06-07-2023 15.85 16.14
05-07-2023 15.8 16.08
04-07-2023 15.75 16.04
03-07-2023 15.75 16.03
30-06-2023 15.69 15.97
28-06-2023 15.51 15.79
27-06-2023 15.42 15.69
26-06-2023 15.35 15.63
23-06-2023 15.29 15.57
22-06-2023 15.41 15.68
21-06-2023 15.49 15.77
20-06-2023 15.5 15.77
19-06-2023 15.42 15.69
16-06-2023 15.44 15.71
15-06-2023 15.33 15.6
14-06-2023 15.37 15.64
13-06-2023 15.33 15.6
12-06-2023 15.21 15.48
09-06-2023 15.12 15.38
08-06-2023 15.2 15.47
07-06-2023 15.31 15.58
06-06-2023 15.2 15.47
05-06-2023 15.19 15.46
02-06-2023 15.16 15.42
01-06-2023 15.1 15.36
31-05-2023 15.11 15.37
30-05-2023 15.1 15.36
29-05-2023 15.06 15.32
26-05-2023 15.01 15.27
25-05-2023 14.9 15.16
24-05-2023 14.88 15.13
23-05-2023 14.87 15.13
22-05-2023 14.86 15.11
19-05-2023 14.73 14.99
18-05-2023 14.72 14.98
17-05-2023 14.8 15.05
16-05-2023 14.85 15.1
15-05-2023 14.89 15.15
12-05-2023 14.81 15.07
11-05-2023 14.85 15.11
10-05-2023 14.79 15.04
09-05-2023 14.77 15.02
08-05-2023 14.77 15.02
05-05-2023 14.63 14.88
04-05-2023 14.7 14.95
03-05-2023 14.6 14.85
02-05-2023 14.61 14.86
28-04-2023 14.59 14.83
27-04-2023 14.48 14.72
26-04-2023 14.41 14.65
25-04-2023 14.39 14.63

Fund Launch Date: 11/Dec/2020
Fund Category: Quant Fund
Investment Objective: To generate long-term capital appreciation by predominantly investing in equity and equity related instruments selected based on a quantitative model. However there can be no assurance or guarantee that the investment objective of the schemewould be achieved.
Fund Description: An open ended equity scheme following Quant based investing theme
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet

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