Nippon India Quant Fund Overview
Category Quant Fund
BMSMONEY Rank None
BMSMONEY Rating
Growth Option As On: 22-04-2024
NAV ₹62.11 (R) +0.95% ₹66.86 (D) +0.95%
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 46.36% 23.66% 19.3% 15.86% 14.33%
LumpSum Dir. P 47.16% 24.46% 20.14% 16.68% 15.09%
SIP Reg. P 27.04% 23.17% 24.02% 19.74% 16.55%
SIP Dir. P 27.77% 23.89% 24.83% 20.52% 17.23%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.08 0.59 1.1 5.67% 0.15
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.16% -12.86% -10.57% 0.94 9.17%

NAV Date: 22-04-2024

Scheme Name NAV Rupee Change Percent Change
NIPPON INDIA QUANT FUND - IDCW Option 33.11
0.3100
0.9500%
NIPPON INDIA QUANT FUND - DIRECT Plan - IDCW Option 38.35
0.3600
0.9500%
Nippon India Quant Fund -Growth Plan - Growth Option 62.11
0.5800
0.9500%
Nippon India Quant Fund -Growth Plan -Bonus Option 62.11
0.5800
0.9500%
Nippon India Quant Fund - Direct Plan Growth Plan - Growth Option 66.86
0.6300
0.9500%
Nippon India Quant Fund - Direct Plan Growth Plan - Bonus Option 66.86
0.6300
0.9500%

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 five 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 Nippon India Quant Fund has three return parameters in the top 25% in the category, as shown below:
      • 1M Return %
      • 3Y Return %
      • 5Y Return %
    2. Above Average Below the Top 25%: The Nippon India Quant Fund has two return parameters in the category, which are above average but below the top 25%, as listed below:
      • 3M Return %
      • 1Y Return %
    3. Below Average: Nippon India Quant Fund has no return parameters that are below average in the category.
  2. Risk: It signifies the potential for financial loss or the failure to achieve anticipated returns due to diverse elements. We have analyzed two risk parameters of Nippon India Quant Fund, and divided it into three groups the lowest 25%, below average but above the lowest 25%, and above average. More details are provided below.
    1. Lowest 25%: Nippon India 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%: Nippon India Quant Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: Nippon India 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 13.16 %.
      • 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 9.17 %.
  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: Nippon India Quant Fund has four risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: Nippon India Quant Fund has a Sharpe Ratio of 1.08 compared to the category average of 0.62.
      • Sterling Ratio: Nippon India Quant Fund has a Sterling Ratio of 1.1 compared to the category average of 0.7.
      • Sortino Ratio: Nippon India Quant Fund has a Sortino Ratio of 0.59 compared to the category average of 0.33.
      • Treynor Ratio: Nippon India Quant Fund has a Treynor Ratio of 0.15 compared to the category average of 0.09.
    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: 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 % 2.07
1.97
0.00 | 5.78 3 | 7
Yes
No
No
3M Return % 9.45
7.77
3.42 | 16.21 2 | 7
Yes
Yes
No
6M Return % 27.51
23.61
10.46 | 44.21 3 | 7
Yes
No
No
1Y Return % 46.36
43.17
22.92 | 67.63 3 | 7
Yes
No
No
3Y Return % 23.66
16.61
11.78 | 23.66 1 | 4
Yes
Yes
No
5Y Return % 19.30
19.30
19.30 | 19.30 1 | 1
None
Yes
Yes
7Y Return % 15.86
15.86
15.86 | 15.86 1 | 1
None
Yes
Yes
10Y Return % 14.33
14.33
14.33 | 14.33 1 | 1
None
Yes
Yes
15Y Return % 14.98
14.98
14.98 | 14.98 1 | 1
None
Yes
Yes
1Y SIP Return % 27.04
22.28
1.61 | 52.02 3 | 7
Yes
No
No
3Y SIP Return % 23.17
14.49
7.36 | 23.17 1 | 4
Yes
Yes
No
5Y SIP Return % 24.02
24.02
24.02 | 24.02 1 | 1
None
Yes
Yes
7Y SIP Return % 19.74
19.74
19.74 | 19.74 1 | 1
None
Yes
Yes
10Y SIP Return % 16.55
16.55
16.55 | 16.55 1 | 1
None
Yes
Yes
15Y SIP Return % 14.26
14.26
14.26 | 14.26 1 | 1
None
Yes
Yes
Standard Deviation 13.16
12.32
10.78 | 13.69 3 | 4
No
No
Yes
Semi Deviation 9.17
8.58
7.70 | 9.24 3 | 4
No
No
Yes
Max Drawdown % -10.57
-13.52
-18.37 | -10.28 2 | 4
Yes
No
No
VaR 1 Y % -12.86
-13.79
-15.49 | -12.11 2 | 4
Yes
No
No
Average Drawdown % -4.51
-5.63
-7.02 | -4.51 1 | 4
Yes
Yes
No
Sharpe Ratio 1.08
0.62
0.25 | 1.08 1 | 4
Yes
Yes
No
Sterling Ratio 1.10
0.70
0.40 | 1.10 1 | 4
Yes
Yes
No
Sortino Ratio 0.59
0.33
0.14 | 0.59 1 | 4
Yes
Yes
No
Jensen Alpha % 5.67
0.29
-6.07 | 5.67 1 | 4
Yes
Yes
No
Treynor Ratio 0.15
0.09
0.04 | 0.15 1 | 4
Yes
Yes
No
Modigliani Square Measure % 22.97
17.03
10.95 | 22.97 1 | 4
Yes
Yes
No
Alpha % 4.60
-2.45
-7.18 | 4.60 1 | 4
Yes
Yes
No
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 % 2.11 2.04 0.06 | 5.87 3 | 7
Yes
No
No
3M Return % 9.58 8.04 3.61 | 16.56 2 | 7
Yes
Yes
No
6M Return % 27.85 24.25 11.29 | 45.12 3 | 7
Yes
No
No
1Y Return % 47.16 44.72 23.82 | 69.99 3 | 7
Yes
No
No
3Y Return % 24.46 17.66 12.68 | 24.46 1 | 4
Yes
Yes
No
5Y Return % 20.14 20.14 20.14 | 20.14 1 | 1
None
Yes
Yes
7Y Return % 16.68 16.68 16.68 | 16.68 1 | 1
None
Yes
Yes
10Y Return % 15.09 15.09 15.09 | 15.09 1 | 1
None
Yes
Yes
1Y SIP Return % 27.77 23.67 2.40 | 54.16 3 | 7
Yes
No
No
3Y SIP Return % 23.89 15.51 8.15 | 23.89 1 | 4
Yes
Yes
No
5Y SIP Return % 24.83 24.83 24.83 | 24.83 1 | 1
None
Yes
Yes
7Y SIP Return % 20.52 20.52 20.52 | 20.52 1 | 1
None
Yes
Yes
10Y SIP Return % 17.23 17.23 17.23 | 17.23 1 | 1
None
Yes
Yes
Standard Deviation 13.16 12.32 10.78 | 13.69 3 | 4
No
No
Yes
Semi Deviation 9.17 8.58 7.70 | 9.24 3 | 4
No
No
Yes
Max Drawdown % -10.57 -13.52 -18.37 | -10.28 2 | 4
Yes
No
No
VaR 1 Y % -12.86 -13.79 -15.49 | -12.11 2 | 4
Yes
No
No
Average Drawdown % -4.51 -5.63 -7.02 | -4.51 1 | 4
Yes
Yes
No
Sharpe Ratio 1.08 0.62 0.25 | 1.08 1 | 4
Yes
Yes
No
Sterling Ratio 1.10 0.70 0.40 | 1.10 1 | 4
Yes
Yes
No
Sortino Ratio 0.59 0.33 0.14 | 0.59 1 | 4
Yes
Yes
No
Jensen Alpha % 5.67 0.29 -6.07 | 5.67 1 | 4
Yes
Yes
No
Treynor Ratio 0.15 0.09 0.04 | 0.15 1 | 4
Yes
Yes
No
Modigliani Square Measure % 22.97 17.03 10.95 | 22.97 1 | 4
Yes
Yes
No
Alpha % 4.60 -2.45 -7.18 | 4.60 1 | 4
Yes
Yes
No
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 0.95 ₹ 10095.0 0.95 ₹ 10095.0
1W 0.22 ₹ 10022.0 0.22 ₹ 10022.0
1M 2.07 ₹ 10207.0 2.11 ₹ 10211.0
3M 9.45 ₹ 10945.0 9.58 ₹ 10958.0
6M 27.51 ₹ 12751.0 27.85 ₹ 12785.0
1Y 46.36 ₹ 14636.0 47.16 ₹ 14716.0
3Y 23.66 ₹ 18911.0 24.46 ₹ 19280.0
5Y 19.3 ₹ 24169.0 20.14 ₹ 25030.0
7Y 15.86 ₹ 28024.0 16.68 ₹ 29441.0
10Y 14.33 ₹ 38162.0 15.09 ₹ 40762.0
15Y 14.98 ₹ 81172.0 - ₹ -

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 27.0444 ₹ 13694.1 27.7729 ₹ 13738.152
3Y ₹ 36000 23.1715 ₹ 50456.844 23.8935 ₹ 50960.556
5Y ₹ 60000 24.0206 ₹ 108804.78 24.8319 ₹ 110946.54
7Y ₹ 84000 19.7401 ₹ 169794.492 20.5222 ₹ 174584.34
10Y ₹ 120000 16.5518 ₹ 286036.32 17.2303 ₹ 296683.08
15Y ₹ 180000 14.258 ₹ 578403.1799999999 - ₹ -


Date NAV Regular Growth NAV Direct Growth
22-04-2024 62.1134 66.8596
19-04-2024 61.5298 66.2288
18-04-2024 61.494 66.1893
16-04-2024 61.9786 66.7097
15-04-2024 62.1184 66.8596
12-04-2024 62.8702 67.6668
09-04-2024 62.8531 67.6465
08-04-2024 63.0633 67.8721
05-04-2024 62.7774 67.5617
04-04-2024 62.6498 67.4235
03-04-2024 62.6789 67.4539
02-04-2024 62.507 67.268
01-04-2024 62.263 67.0045
28-03-2024 61.583 66.2692
27-03-2024 60.873 65.5043
26-03-2024 60.8514 65.4802
22-03-2024 60.564 65.1675
21-03-2024 60.2283 64.8055
20-03-2024 59.1892 63.6865
19-03-2024 59.1102 63.6007
18-03-2024 59.8454 64.391
15-03-2024 59.6929 64.2243
14-03-2024 60.3768 64.9593
13-03-2024 59.7046 64.2351
12-03-2024 61.5049 66.1712
11-03-2024 61.9666 66.667
07-03-2024 62.3958 67.1253
06-03-2024 62.2289 66.9449
05-03-2024 62.1615 66.8714
04-03-2024 62.0492 66.7498
01-03-2024 61.2701 65.9091
29-02-2024 60.1402 64.6928
28-02-2024 59.8732 64.4047
27-02-2024 60.675 65.2663
26-02-2024 60.6972 65.2894
23-02-2024 60.8197 65.4185
22-02-2024 60.8528 65.4533
21-02-2024 60.2086 64.7595
20-02-2024 60.7792 65.3724
19-02-2024 60.8491 65.4467
16-02-2024 60.8133 65.4056
15-02-2024 60.4993 65.067
14-02-2024 60.0605 64.5943
13-02-2024 59.3801 63.8617
12-02-2024 58.9299 63.3766
09-02-2024 59.9613 64.4817
08-02-2024 60.2018 64.7395
07-02-2024 60.3573 64.9058
06-02-2024 60.144 64.6755
05-02-2024 59.6085 64.0988
02-02-2024 59.4498 63.9256
01-02-2024 58.8677 63.2989
31-01-2024 58.9601 63.3974
30-01-2024 58.5628 62.9694
29-01-2024 58.9511 63.386
25-01-2024 57.7431 62.0839
24-01-2024 57.6067 61.9365
23-01-2024 56.7487 61.0132
19-01-2024 58.152 62.518
18-01-2024 57.4772 61.7915
17-01-2024 57.7225 62.0542
16-01-2024 58.7538 63.162
15-01-2024 58.9093 63.3281
12-01-2024 58.5146 62.9008
11-01-2024 58.0898 62.4432
10-01-2024 57.8144 62.1462
09-01-2024 57.8017 62.1316
08-01-2024 57.6952 62.0161
05-01-2024 58.1104 62.4594
04-01-2024 57.9745 62.3123
03-01-2024 57.3508 61.6411
02-01-2024 57.4207 61.7152
01-01-2024 57.5976 61.9043
29-12-2023 57.356 61.6417
28-12-2023 57.344 61.6278
27-12-2023 56.9145 61.1653
26-12-2023 56.4985 60.7173
22-12-2023 56.0938 60.2785
21-12-2023 55.9611 60.135
20-12-2023 55.3939 59.5246
19-12-2023 56.671 60.8959
18-12-2023 56.5237 60.7367
15-12-2023 56.5586 60.7713
14-12-2023 56.1304 60.3102
13-12-2023 55.6399 59.7824
12-12-2023 55.0382 59.135
11-12-2023 55.2477 59.3591
08-12-2023 54.9678 59.0556
07-12-2023 54.8501 58.9283
06-12-2023 54.8717 58.9505
05-12-2023 54.5583 58.6129
04-12-2023 54.2358 58.2656
01-12-2023 53.193 57.1426
30-11-2023 52.4417 56.3346
29-11-2023 52.2216 56.0973
28-11-2023 51.7138 55.5509
24-11-2023 51.4289 55.2413
23-11-2023 51.3885 55.1971
22-11-2023 51.3376 55.1415
21-11-2023 51.3315 55.1342
20-11-2023 51.2741 55.0716
17-11-2023 51.198 54.9872
16-11-2023 51.0757 54.855
15-11-2023 50.8634 54.6261
13-11-2023 50.443 54.1729
10-11-2023 50.114 53.8171
09-11-2023 49.897 53.5833
08-11-2023 49.8733 53.5569
07-11-2023 49.7665 53.4413
06-11-2023 49.5746 53.2344
03-11-2023 49.1269 52.7513
02-11-2023 48.8732 52.4782
01-11-2023 48.3126 51.8754
31-10-2023 48.4619 52.0348
30-10-2023 48.4156 51.9843
27-10-2023 48.2292 51.7822
26-10-2023 47.6468 51.1561
25-10-2023 48.2784 51.8334
23-10-2023 48.7107 52.2959
20-10-2023 49.4275 53.0629
19-10-2023 49.8095 53.4722
18-10-2023 49.6636 53.3147
17-10-2023 50.0959 53.778
16-10-2023 50.0025 53.6768
13-10-2023 49.9889 53.6597
12-10-2023 49.9137 53.5782
11-10-2023 49.8693 53.5297
10-10-2023 49.6646 53.3089
09-10-2023 49.1551 52.7611
06-10-2023 49.5923 53.2279
05-10-2023 49.2024 52.8086
04-10-2023 48.915 52.4992
03-10-2023 49.4093 53.0289
29-09-2023 49.5729 53.2012
27-09-2023 49.5136 53.1358
26-09-2023 49.24 52.8414
25-09-2023 49.2498 52.851
22-09-2023 49.2353 52.833
21-09-2023 49.1874 52.7808
20-09-2023 49.725 53.3568
18-09-2023 50.0928 53.7497
15-09-2023 50.0232 53.6726
14-09-2023 49.9348 53.5768
13-09-2023 49.8233 53.4563
12-09-2023 49.7714 53.3998
11-09-2023 50.241 53.9028
08-09-2023 49.8791 53.512
07-09-2023 49.2461 52.832
06-09-2023 48.7774 52.3284
05-09-2023 48.7258 52.2722
04-09-2023 48.5441 52.0765
01-09-2023 48.2778 51.7884
31-08-2023 47.8831 51.3641
30-08-2023 48.1734 51.6747
29-08-2023 48.1725 51.673
28-08-2023 48.0787 51.5715
25-08-2023 47.9435 51.4241
24-08-2023 48.3367 51.845
23-08-2023 48.4364 51.951
22-08-2023 48.2264 51.725
21-08-2023 48.1494 51.6417
18-08-2023 47.9365 51.4108
17-08-2023 48.1296 51.6172
16-08-2023 48.2743 51.7715
14-08-2023 48.1359 51.6215
11-08-2023 48.1294 51.6121
10-08-2023 48.3527 51.8508
09-08-2023 48.5556 52.0675
08-08-2023 48.3845 51.8832
07-08-2023 48.3822 51.8799
04-08-2023 48.2167 51.7
03-08-2023 48.1039 51.5783
02-08-2023 48.3807 51.8742
01-08-2023 48.9034 52.4339
31-07-2023 49.0035 52.5403
28-07-2023 48.6535 52.1625
27-07-2023 48.5789 52.0818
26-07-2023 48.6625 52.1706
25-07-2023 48.3814 51.8684
24-07-2023 48.3952 51.8824
21-07-2023 48.3955 51.8802
20-07-2023 48.6633 52.1665
19-07-2023 48.4397 51.926
18-07-2023 48.0908 51.5512
17-07-2023 48.079 51.5376
14-07-2023 47.8467 51.2862
13-07-2023 47.5196 50.9348
12-07-2023 47.5508 50.9675
11-07-2023 47.6245 51.0456
10-07-2023 47.3182 50.7162
07-07-2023 47.392 50.7929
06-07-2023 47.7052 51.1278
05-07-2023 47.4283 50.8302
04-07-2023 47.2682 50.6579
03-07-2023 47.2241 50.6098
30-06-2023 46.9903 50.3569
28-06-2023 46.5344 49.8667
27-06-2023 46.024 49.319
26-06-2023 45.7708 49.0469
23-06-2023 45.7135 48.9831
22-06-2023 46.0738 49.3685
21-06-2023 46.391 49.7075
20-06-2023 46.2972 49.6062
19-06-2023 46.1161 49.4114
16-06-2023 46.2088 49.5086
15-06-2023 45.8786 49.1541
14-06-2023 45.952 49.2319
13-06-2023 45.9018 49.1774
12-06-2023 45.6009 48.8542
09-06-2023 45.4529 48.6933
08-06-2023 45.4278 48.6656
07-06-2023 45.6374 48.8894
06-06-2023 45.2598 48.4842
05-06-2023 45.2242 48.4453
02-06-2023 45.0418 48.2477
01-06-2023 44.8067 47.9952
31-05-2023 44.8111 47.9991
30-05-2023 44.9642 48.1623
29-05-2023 44.8026 47.9886
26-05-2023 44.6088 47.7791
25-05-2023 44.1866 47.3262
24-05-2023 44.0309 47.1588
23-05-2023 44.0954 47.2271
22-05-2023 44.0297 47.156
19-05-2023 43.9634 47.083
18-05-2023 43.8741 46.9867
17-05-2023 44.1273 47.257
16-05-2023 44.2347 47.3714
15-05-2023 44.25 47.387
12-05-2023 44.0129 47.1311
11-05-2023 43.9967 47.113
10-05-2023 44.0849 47.2068
09-05-2023 43.9836 47.0975
08-05-2023 44.0299 47.1464
05-05-2023 43.6202 46.7057
04-05-2023 43.9442 47.0519
03-05-2023 43.6168 46.7006
02-05-2023 43.6893 46.7776
28-04-2023 43.45 46.5184
27-04-2023 43.0088 46.0454
26-04-2023 42.7952 45.8161
25-04-2023 42.5968 45.603
24-04-2023 42.4383 45.4327

Fund Launch Date: 18/Apr/2008
Fund Category: Quant Fund
Investment Objective: Actively managed fund + Scientific approach + Expertise + Back test = Nippon India Quant Fund. Nippon India Quant Fund is an actively managed investment fund that approaches stock selection process based on a proprietary system-based model. The model would shortlist 30-35 S&P BSE 200 stocks through a screening mechanism at pre-determined intervals, i.e. on quarterly basis. Stocks are selected on basis of parameters like valuation, earnings, price, momentum & quality.
Fund Description: An open ended equity scheme investing in 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.