Quantum Long Term Equity Value Fund Overview
Category Value Fund
BMSMONEY Rank 11
BMSMONEY Rating
Growth Option As On: 15-04-2024
NAV ₹108.35 (R) -1.2% ₹111.84 (D) -1.19%
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 40.04% 18.14% 13.8% 12.23% -%
LumpSum Dir. P 41.14% 18.84% 14.43% 12.74% 14.16%
SIP Reg. P 36.16% 20.85% 20.45% 16.17% -%
SIP Dir. P 37.34% 21.62% 21.16% 16.77% 14.54%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.79 0.42 0.89 4.98% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
11.88% -15.46% -9.52% 0.84 8.3%

NAV Date: 15-04-2024

Scheme Name NAV Rupee Change Percent Change
Quantum Long Term Equity Value Fund - Regular Plan Growth Option 108.35
-1.3200
-1.2000%
Quantum Long Term Equity Value Fund - Regular Plan IDCW 108.96
-1.3300
-1.2100%
Quantum Long Term Equity Value Fund - Direct Plan Growth Option 111.84
-1.3500
-1.1900%
Quantum Long Term Equity Value Fund - Direct Plan IDCW 112.79
-1.3700
-1.2000%

Review Date: Feb. 29, 2024

The fund has historical rank of 18th in Value Fund category. Additionally, the fund has five performance parameters that are in the top quartile in the category and two parameters above average and below the top quartile.
Using a composite performance score, our ranking methodology takes into account the fund's return, the risk it carries, and its risk-adjusted performance during the last three years. This composite performance score then becomes the basis for ranking funds within the category.

The Quantum Long Term Equity Value Fund has poor return performance, as all 1 year and above return parameters are below average in Value Fund category. The details are provided below.'
    '
  1. 1 Month Return%: One month return shows funds performance in very short period of time, the Quantum Long Term Equity Value Fund has given return of 3.66% in last one month which is very good as it is in the top quartile in Value Fund.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the Quantum Long Term Equity Value Fund has given return of 12.49% in last three month which is poor as it is in the below average in Value Fund.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the Quantum Long Term Equity Value Fund has given return of 20.47% in last six month which is poor as it is in the below average in Value Fund.
  4. 1 Year Return%: The Quantum Long Term Equity Value Fund has given return of 38.15% in last one year which is very poor as it is in the fourth quartile in Value Fund. The one year return rank of Quantum Long Term Equity Value Fund is 15 in 17 funds. The investment of ₹ 10,000 in this fund would have become ₹ 13815.0 in one year.
  5. 3 Year Return%: The Quantum Long Term Equity Value Fund has given return of 17.34% in last three year which is very poor as it is in the fourth quartile with rank of 13 in 13 funds. in Value Fund.
  6. 5 Year Return%: The Quantum Long Term Equity Value Fund has given return of 14.78% in last five year which is very poor as it is in the fourth quartile with rank of 12 in 12 funds. in Value Fund.
  7. 1 Year SIP Return%: The Quantum Long Term Equity Value Fund has given return of 43.57% in last one year which is very poor as it is in the fourth quartile with rank of 15 in 17 funds. in Value Fund.
  8. 3 Year SIP Return%: The Quantum Long Term Equity Value Fund has given return of 21.47% in last three year which is very poor as it is in the fourth quartile with rank of 11 in 13 funds. in Value Fund.
  9. 5 Year SIP Return%: The Quantum Long Term Equity Value Fund has given return of 20.59% in last five year which is very poor as it is in the fourth quartile with rank of 12 in 12 funds. in Value Fund.
    10. '
'

The Quantum Long Term Equity Value Fund has good risk performance, as more than 50% risk parameters are in the top quartile in Value Fund category. The details are provided below. '
    '
  1. 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 Quantum Long Term Equity Value Fund has standard deviation of 11.88 which is very good as it is in the top quartile with risk rank of 3 in 13 funds. in Value Fund.
  2. 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. It uses only negative returns for calculation. The Quantum Long Term Equity Value Fund has semi deviation of 8.3 which is very good as it is in the top quartile with risk rank of 3 in 13 funds. in Value Fund.
  3. Max Drawdown %: It is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The Quantum Long Term Equity Value Fund has max drawdown of -9.52% which is very good as it is in the top quartile with risk rank of 4 in 13 funds. in Value Fund.
  4. 1Y VaR at 95%: It is the maximum expected loss of an investment over a given time period with a given probability of confidence. The Quantum Long Term Equity Value Fund has 1Y VaR at 95% of -15.46% which is very poor as it is in the fourth quartile with risk rank of 11 in 13 funds. in Value Fund.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The Quantum Long Term Equity Value Fund has average drawdown of -3.92% which is good as it is above average with risk rank of 5 in 13 funds. in Value Fund.
    6. '
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The Quantum Long Term Equity Value Fund has poor risk adjusted performance, as non of above risk adjusted paramerters are above average in Value Fund category. The details are provided below. '
    '
  1. Sterling Ratio: It is a measure of risk-adjusted return. The Quantum Long Term Equity Value Fund has Sterling Ratio of 0.89 which is very poor as it is in the fourth quartile with risk rank of 10 in 13 funds. in Value Fund.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The Quantum Long Term Equity Value Fund has Sortino Ratio of 0.42 which is very poor as it is in the fourth quartile with risk rank of 13 in 13 funds. in Value Fund.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The Quantum Long Term Equity Value Fund has Jensen Alpha of 4.98% which is good as it is above average with risk rank of 5 in 13 funds. in Value Fund.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The Quantum Long Term Equity Value Fund has Treynor Ratio of 0.11 which is very poor as it is in the fourth quartile with risk rank of 11 in 13 funds. in Value Fund.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The Quantum Long Term Equity Value Fund has Modigliani Square Measure of 18.78% which is very poor as it is in the fourth quartile with risk rank of 12 in 13 funds. in Value Fund.
  6. Alpha %: It is a measure of risk-adjusted return. The Quantum Long Term Equity Value Fund has Alpha of 2.66% which is very good as it is in the top quartile with risk rank of 4 in 13 funds. in Value Fund.
    7. '
'


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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 % 2.67
3.93
1.47 | 7.61 13 | 16
No
No
Yes
3M Return % 4.94
4.97
1.92 | 16.30 8 | 16
No
No
No
6M Return % 19.49
21.93
16.47 | 45.18 11 | 16
No
No
No
1Y Return % 40.04
47.83
37.39 | 73.55 14 | 16
No
No
Yes
3Y Return % 18.14
23.66
18.14 | 28.23 12 | 12
No
No
Yes
5Y Return % 13.80
18.21
13.80 | 21.74 12 | 12
No
No
Yes
7Y Return % 12.23
14.59
9.27 | 17.46 9 | 11
No
No
Yes
1Y SIP Return % 36.16
43.29
33.03 | 82.36 13 | 16
No
No
Yes
3Y SIP Return % 20.85
25.11
19.71 | 32.15 11 | 12
No
No
Yes
5Y SIP Return % 20.46
24.97
20.32 | 29.12 11 | 12
No
No
Yes
7Y SIP Return % 16.17
19.59
15.17 | 22.92 10 | 11
No
No
Yes
Standard Deviation 11.88
12.98
11.16 | 15.77 3 | 13
Yes
Yes
No
Semi Deviation 8.30
9.19
7.99 | 11.91 3 | 13
Yes
Yes
No
Max Drawdown % -9.52
-11.07
-15.23 | -5.93 4 | 13
Yes
Yes
No
VaR 1 Y % -15.46
-14.66
-22.33 | -10.29 11 | 13
No
No
Yes
Average Drawdown % -3.92
-4.44
-6.34 | -2.90 5 | 13
Yes
No
No
Sharpe Ratio 0.79
1.08
0.78 | 1.64 12 | 13
No
No
Yes
Sterling Ratio 0.89
1.07
0.80 | 1.68 10 | 13
No
No
Yes
Sortino Ratio 0.42
0.59
0.42 | 0.96 13 | 13
No
No
Yes
Jensen Alpha % 4.98
3.63
-4.33 | 11.94 5 | 13
Yes
No
No
Treynor Ratio 0.11
0.19
0.11 | 0.35 11 | 13
No
No
Yes
Modigliani Square Measure % 18.78
26.62
18.77 | 46.55 12 | 13
No
No
Yes
Alpha % 2.66
-3.03
-19.12 | 9.25 4 | 13
Yes
Yes
No
Return data last Updated On : April 15, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 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 % 2.75 4.01 1.52 | 7.72 13 | 16
No
No
Yes
3M Return % 5.17 5.25 2.20 | 16.67 7 | 16
No
No
No
6M Return % 20.03 22.58 17.06 | 46.17 11 | 16
No
No
No
1Y Return % 41.14 49.42 38.36 | 76.15 15 | 16
No
No
Yes
3Y Return % 18.84 24.78 18.84 | 29.33 12 | 12
No
No
Yes
5Y Return % 14.43 19.28 14.43 | 22.42 12 | 12
No
No
Yes
7Y Return % 12.74 15.64 11.17 | 18.28 9 | 11
No
No
Yes
10Y Return % 14.16 18.40 14.16 | 21.04 10 | 10
No
No
Yes
15Y Return % 17.33 17.33 17.33 | 17.33 1 | 1
None
Yes
Yes
1Y SIP Return % 37.34 44.86 33.98 | 84.95 13 | 16
No
No
Yes
3Y SIP Return % 21.62 26.21 20.56 | 33.16 11 | 12
No
No
Yes
5Y SIP Return % 21.16 26.08 21.16 | 30.24 12 | 12
No
No
Yes
7Y SIP Return % 16.77 20.61 16.77 | 23.73 11 | 11
No
No
Yes
10Y SIP Return % 14.54 18.15 14.54 | 20.80 10 | 10
No
No
Yes
15Y SIP Return % 14.32 14.32 14.32 | 14.32 1 | 1
None
Yes
Yes
Standard Deviation 11.88 12.98 11.16 | 15.77 3 | 13
Yes
Yes
No
Semi Deviation 8.30 9.19 7.99 | 11.91 3 | 13
Yes
Yes
No
Max Drawdown % -9.52 -11.07 -15.23 | -5.93 4 | 13
Yes
Yes
No
VaR 1 Y % -15.46 -14.66 -22.33 | -10.29 11 | 13
No
No
Yes
Average Drawdown % -3.92 -4.44 -6.34 | -2.90 5 | 13
Yes
No
No
Sharpe Ratio 0.79 1.08 0.78 | 1.64 12 | 13
No
No
Yes
Sterling Ratio 0.89 1.07 0.80 | 1.68 10 | 13
No
No
Yes
Sortino Ratio 0.42 0.59 0.42 | 0.96 13 | 13
No
No
Yes
Jensen Alpha % 4.98 3.63 -4.33 | 11.94 5 | 13
Yes
No
No
Treynor Ratio 0.11 0.19 0.11 | 0.35 11 | 13
No
No
Yes
Modigliani Square Measure % 18.78 26.62 18.77 | 46.55 12 | 13
No
No
Yes
Alpha % 2.66 -3.03 -19.12 | 9.25 4 | 13
Yes
Yes
No
Return data last Updated On : April 15, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.2 ₹ 9880.0 -1.19 ₹ 9881.0
1W -1.37 ₹ 9863.0 -1.36 ₹ 9864.0
1M 2.67 ₹ 10267.0 2.75 ₹ 10275.0
3M 4.94 ₹ 10494.0 5.17 ₹ 10517.0
6M 19.49 ₹ 11949.0 20.03 ₹ 12003.0
1Y 40.04 ₹ 14004.0 41.14 ₹ 14114.0
3Y 18.14 ₹ 16489.0 18.84 ₹ 16785.0
5Y 13.8 ₹ 19086.0 14.43 ₹ 19621.0
7Y 12.23 ₹ 22428.0 12.74 ₹ 23150.0
10Y - ₹ - 14.16 ₹ 37593.0
15Y - ₹ - 17.33 ₹ 109970.0

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 36.1636 ₹ 14239.524 37.3427 ₹ 14309.352
3Y ₹ 36000 20.8516 ₹ 48854.88 21.6233 ₹ 49381.704
5Y ₹ 60000 20.455 ₹ 99812.88 21.1581 ₹ 101529.78
7Y ₹ 84000 16.1702 ₹ 149505.216 16.7703 ₹ 152739.72
10Y ₹ 120000 - ₹ - 14.5429 ₹ 256748.52
15Y ₹ 180000 - ₹ - 14.3202 ₹ 581502.42


Date NAV Regular Growth NAV Direct Growth
15-04-2024 108.35 111.84
12-04-2024 109.67 113.19
09-04-2024 109.86 113.38
08-04-2024 109.81 113.32
05-04-2024 108.59 112.06
04-04-2024 108.19 111.65
03-04-2024 108.09 111.54
02-04-2024 107.76 111.2
01-04-2024 107.59 111.02
28-03-2024 106.8 110.19
27-03-2024 105.69 109.04
26-03-2024 105.71 109.06
22-03-2024 106.12 109.48
21-03-2024 105.88 109.22
20-03-2024 104.68 107.98
19-03-2024 104.42 107.71
18-03-2024 105.53 108.85
15-03-2024 105.57 108.88
14-03-2024 106.37 109.71
13-03-2024 105.44 108.75
12-03-2024 107.62 110.99
11-03-2024 108.09 111.47
07-03-2024 108.72 112.11
06-03-2024 108.39 111.77
05-03-2024 108.24 111.62
04-03-2024 108.2 111.57
01-03-2024 107.75 111.09
29-02-2024 106.57 109.88
28-02-2024 106.25 109.55
27-02-2024 107.43 110.76
26-02-2024 107.3 110.63
23-02-2024 107.56 110.89
22-02-2024 107.53 110.85
21-02-2024 106.89 110.18
20-02-2024 107.23 110.54
19-02-2024 107.4 110.71
16-02-2024 107.18 110.47
15-02-2024 106.39 109.65
14-02-2024 105.41 108.65
13-02-2024 104.79 108.0
12-02-2024 103.99 107.18
09-02-2024 105.4 108.62
08-02-2024 105.42 108.63
07-02-2024 106.1 109.34
06-02-2024 106.27 109.51
05-02-2024 105.0 108.19
02-02-2024 104.72 107.9
01-02-2024 104.17 107.33
31-01-2024 104.21 107.36
30-01-2024 102.81 105.92
29-01-2024 102.85 105.96
25-01-2024 101.76 104.83
24-01-2024 102.19 105.27
23-01-2024 100.87 103.91
19-01-2024 102.06 105.12
18-01-2024 101.11 104.14
17-01-2024 101.58 104.62
16-01-2024 103.25 106.34
15-01-2024 103.63 106.73
12-01-2024 102.7 105.76
11-01-2024 101.56 104.59
10-01-2024 100.86 103.87
09-01-2024 100.79 103.79
08-01-2024 100.5 103.49
05-01-2024 101.35 104.35
04-01-2024 101.02 104.02
03-01-2024 100.5 103.48
02-01-2024 100.87 103.85
01-01-2024 101.46 104.45
29-12-2023 101.36 104.35
28-12-2023 101.4 104.38
27-12-2023 100.68 103.64
26-12-2023 99.81 102.74
22-12-2023 99.26 102.17
21-12-2023 98.36 101.24
20-12-2023 97.75 100.61
19-12-2023 99.37 102.27
18-12-2023 99.52 102.43
15-12-2023 99.65 102.55
14-12-2023 98.71 101.58
13-12-2023 97.32 100.15
12-12-2023 96.92 99.74
11-12-2023 97.4 100.23
08-12-2023 97.32 100.14
07-12-2023 97.2 100.01
06-12-2023 97.09 99.9
05-12-2023 97.16 99.97
04-12-2023 96.85 99.65
01-12-2023 94.74 97.46
30-11-2023 94.56 97.28
29-11-2023 93.78 96.47
28-11-2023 92.83 95.49
24-11-2023 92.43 95.07
23-11-2023 92.47 95.11
22-11-2023 92.33 94.97
21-11-2023 92.46 95.09
20-11-2023 92.2 94.82
17-11-2023 92.17 94.79
16-11-2023 92.29 94.91
15-11-2023 91.65 94.25
13-11-2023 90.16 92.72
10-11-2023 89.91 92.45
09-11-2023 89.89 92.43
08-11-2023 89.95 92.49
07-11-2023 90.09 92.63
06-11-2023 90.0 92.53
03-11-2023 89.23 91.73
02-11-2023 88.41 90.89
01-11-2023 87.77 90.23
31-10-2023 88.16 90.62
30-10-2023 88.48 90.95
27-10-2023 88.24 90.7
26-10-2023 87.29 89.72
25-10-2023 88.42 90.88
23-10-2023 89.21 91.69
20-10-2023 90.41 92.91
19-10-2023 90.66 93.17
18-10-2023 90.67 93.17
17-10-2023 91.14 93.66
16-10-2023 90.68 93.18
13-10-2023 90.6 93.09
12-10-2023 90.89 93.39
11-10-2023 90.95 93.45
10-10-2023 90.29 92.77
09-10-2023 89.49 91.94
06-10-2023 90.28 92.75
05-10-2023 89.87 92.32
04-10-2023 89.39 91.83
03-10-2023 90.09 92.54
29-09-2023 90.57 93.04
27-09-2023 90.67 93.13
26-09-2023 90.62 93.08
25-09-2023 90.65 93.11
22-09-2023 90.71 93.16
21-09-2023 91.05 93.51
20-09-2023 91.94 94.42
18-09-2023 92.6 95.09
15-09-2023 92.75 95.23
14-09-2023 92.12 94.59
13-09-2023 91.63 94.08
12-09-2023 91.36 93.8
11-09-2023 91.94 94.39
08-09-2023 91.33 93.76
07-09-2023 90.91 93.33
06-09-2023 90.42 92.83
05-09-2023 90.46 92.86
04-09-2023 90.26 92.66
01-09-2023 89.5 91.87
31-08-2023 88.46 90.8
30-08-2023 88.63 90.97
29-08-2023 88.59 90.92
28-08-2023 88.38 90.71
25-08-2023 88.02 90.34
24-08-2023 88.6 90.92
23-08-2023 88.68 91.01
22-08-2023 88.43 90.75
21-08-2023 88.31 90.62
18-08-2023 87.89 90.19
17-08-2023 88.44 90.75
16-08-2023 88.54 90.85
14-08-2023 88.43 90.73
11-08-2023 88.68 90.98
10-08-2023 89.28 91.59
09-08-2023 89.62 91.95
08-08-2023 89.33 91.64
07-08-2023 89.03 91.33
04-08-2023 88.54 90.82
03-08-2023 87.81 90.07
02-08-2023 88.43 90.7
01-08-2023 89.56 91.86
31-07-2023 89.35 91.65
28-07-2023 88.5 90.77
27-07-2023 88.33 90.59
26-07-2023 88.47 90.73
25-07-2023 88.33 90.59
24-07-2023 88.0 90.25
21-07-2023 87.94 90.19
20-07-2023 88.55 90.81
19-07-2023 88.09 90.34
18-07-2023 87.9 90.14
17-07-2023 87.75 89.98
14-07-2023 87.52 89.75
13-07-2023 86.53 88.73
12-07-2023 86.46 88.66
11-07-2023 86.44 88.64
10-07-2023 85.99 88.18
07-07-2023 86.01 88.19
06-07-2023 86.72 88.92
05-07-2023 86.35 88.53
04-07-2023 86.07 88.25
03-07-2023 86.0 88.18
30-06-2023 85.55 87.7
28-06-2023 84.44 86.57
27-06-2023 84.14 86.26
26-06-2023 83.7 85.81
23-06-2023 83.22 85.31
22-06-2023 83.43 85.52
21-06-2023 83.76 85.86
20-06-2023 82.94 85.02
19-06-2023 82.37 84.43
16-06-2023 82.5 84.57
15-06-2023 82.14 84.19
14-06-2023 82.53 84.59
13-06-2023 82.61 84.67
12-06-2023 82.38 84.44
09-06-2023 82.04 84.09
08-06-2023 82.58 84.64
07-06-2023 82.95 85.01
06-06-2023 82.4 84.45
05-06-2023 82.55 84.6
02-06-2023 82.35 84.4
01-06-2023 82.01 84.05
31-05-2023 81.77 83.8
30-05-2023 82.18 84.22
29-05-2023 82.21 84.25
26-05-2023 81.47 83.48
25-05-2023 81.04 83.04
24-05-2023 80.89 82.89
23-05-2023 80.96 82.96
22-05-2023 80.65 82.64
19-05-2023 80.35 82.33
18-05-2023 80.19 82.16
17-05-2023 80.53 82.51
16-05-2023 80.84 82.83
15-05-2023 80.94 82.93
12-05-2023 80.44 82.42
11-05-2023 80.18 82.15
10-05-2023 80.03 81.99
09-05-2023 79.69 81.64
08-05-2023 79.55 81.5
05-05-2023 78.66 80.58
04-05-2023 79.76 81.71
03-05-2023 79.17 81.1
02-05-2023 79.39 81.33
28-04-2023 78.88 80.8
27-04-2023 78.45 80.35
26-04-2023 78.15 80.05
25-04-2023 77.95 79.84
24-04-2023 77.76 79.65
21-04-2023 77.22 79.1
20-04-2023 77.33 79.2
19-04-2023 77.29 79.16
18-04-2023 77.54 79.41
17-04-2023 77.37 79.24

Fund Launch Date: 08/Feb/2006
Fund Category: Value Fund
Investment Objective: The investment objective of the Scheme is to achieve long-term capital appreciation by investing primarily in shares of companies that will typically be included in the S&P BSE 200 Index and are in a position to benefit from the anticipated growth and development of the Indian economy and its markets.
Fund Description: An Open Ended Equity Scheme following a Value Investment Strategy
Fund Benchmark: S&P BSE Sensex Total Return Index
Source: Fund FactSheet

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