| Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| |
8.32% | 15.80% | % | % | % | 9.01% | 16.53% | % | % | % | 11.77% | -14.06% | -16.54% | 3.71% | 0.78 | 0.27 | 0.56 | ||
| |
1.24% | 19.91% | 21.32% | 14.53% | 11.59% | 1.77% | 20.59% | 22.12% | 15.30% | 12.18% | 14.68% | -15.90% | -17.04% | 4.63% | 0.98 | 0.35 | 0.67 | ||
| |
1.25% | 22.07% | % | % | % | 2.65% | 23.57% | % | % | % | 18.09% | -21.75% | -26.27% | 3.58% | 1.20 | 0.32 | 0.62 | ||
| |
-9.49% | 25.68% | % | % | % | -8.24% | 27.59% | % | % | % | 18.03% | -23.36% | -22.76% | 8.72% | 1.10 | 0.43 | 0.83 | ||
| |
2.73% | 13.79% | 10.25% | % | % | 4.30% | 15.64% | 12.04% | % | % | 14.24% | -19.69% | -19.11% | -0.23% | 0.89 | 0.16 | 0.29 | ||
| |
0.28% | 8.98% | 13.64% | % | % | 1.01% | 9.78% | 14.46% | % | % | 14.34% | -17.85% | -23.62% | -5.09% | 0.93 | 0.03 | 0.00 | ||
| |
-9.50% | 11.28% | % | % | % | -8.16% | 13.04% | % | % | % | 14.93% | -22.39% | -23.10% | -2.96% | 0.98 | 0.10 | 0.17 |
Return Calculated On: 07 March 2025 | Ratios Calculated On: 28 February 2025
As On: 07 March 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-0.25
|
1.68
|
-5.90
|
-10.93
|
-14.11
|
0.28
|
8.98
|
13.64
|
|
|
|
| ICICI Prudential Quant Fund |
-0.24
|
2.93
|
-3.63
|
-7.55
|
-9.57
|
8.32
|
15.80
|
|
|
|
|
| iifl quant fund |
-0.05
|
4.32
|
-5.34
|
-12.29
|
-16.91
|
1.25
|
22.07
|
|
|
|
|
| Kotak Quant Fund |
-0.23
|
2.54
|
-5.80
|
-12.59
|
-15.53
|
-4.24
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
0.79
|
5.30
|
-10.20
|
-20.11
|
-21.00
|
|
|
|
|
|
|
| quant Quantamental Fund |
0.11
|
3.29
|
-4.95
|
-12.77
|
-19.29
|
-9.49
|
25.68
|
|
|
|
|
| Nippon India Quant Fund |
-0.36
|
2.73
|
-4.52
|
-11.59
|
-10.72
|
1.24
|
19.91
|
21.32
|
14.53
|
11.59
|
12.00
|
| Tata Quant Fund |
-0.20
|
1.78
|
-6.51
|
-12.82
|
-15.44
|
2.73
|
13.79
|
10.25
|
|
|
|
| Axis Quant Fund |
-0.07
|
2.26
|
-7.47
|
-15.00
|
-18.98
|
-9.50
|
11.28
|
|
|
|
|
As On: 07 March 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-0.25
|
1.70
|
-5.85
|
-10.77
|
-13.80
|
1.01
|
9.78
|
14.46
|
|
|
|
| ICICI Prudential Quant Fund |
-0.23
|
2.95
|
-3.58
|
-7.35
|
-9.25
|
9.01
|
16.53
|
|
|
|
|
| iifl quant fund |
-0.04
|
4.35
|
-5.25
|
-12.01
|
-16.36
|
2.65
|
23.57
|
|
|
|
|
| Kotak Quant Fund |
-0.23
|
2.55
|
-5.78
|
-12.53
|
-15.43
|
-3.93
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
0.79
|
5.30
|
-10.19
|
-20.06
|
-20.91
|
|
|
|
|
|
|
| quant Quantamental Fund |
0.12
|
3.32
|
-4.85
|
-12.47
|
-18.73
|
-8.24
|
27.59
|
|
|
|
|
| Nippon India Quant Fund |
-0.36
|
2.74
|
-4.48
|
-11.48
|
-10.48
|
1.77
|
20.59
|
22.12
|
15.30
|
12.18
|
|
| Tata Quant Fund |
-0.20
|
1.81
|
-6.40
|
-12.50
|
-14.81
|
4.30
|
15.64
|
12.04
|
|
|
|
| Axis Quant Fund |
-0.07
|
2.27
|
-7.36
|
-14.70
|
-18.41
|
-8.16
|
13.04
|
|
|
|
|
As On: 07 March 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-13.04
|
6.15
|
9.09
|
|
|
|
| ICICI Prudential Quant Fund |
-4.74
|
14.68
|
|
|
|
|
| iifl quant fund |
-15.29
|
18.88
|
|
|
|
|
| Kotak Quant Fund |
-19.03
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
|
|
|
|
|
|
| quant Quantamental Fund |
-24.24
|
15.22
|
|
|
|
|
| Nippon India Quant Fund |
-10.80
|
16.18
|
18.65
|
16.88
|
15.07
|
13.24
|
| Tata Quant Fund |
-14.54
|
8.85
|
10.11
|
|
|
|
| Axis Quant Fund |
-23.72
|
6.55
|
|
|
|
|
As On: 07 March 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-12.38
|
6.95
|
9.92
|
|
|
|
| ICICI Prudential Quant Fund |
-4.04
|
15.45
|
|
|
|
|
| iifl quant fund |
-14.07
|
20.46
|
|
|
|
|
| Kotak Quant Fund |
-18.76
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
|
|
|
|
|
|
| quant Quantamental Fund |
-23.14
|
17.01
|
|
|
|
|
| Nippon India Quant Fund |
-10.29
|
16.84
|
19.40
|
17.63
|
15.77
|
|
| Tata Quant Fund |
-13.18
|
10.63
|
11.91
|
|
|
|
| Axis Quant Fund |
-22.53
|
8.29
|
|
|
|
|
Performance Indicators
Calculated On: 28 February 2025
| Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|---|---|---|---|---|
| Dsp Quant Fund | -23.62 | -17.85 | -6.61 | 14.34 | 9.79 |
| Icici Prudential Quant Fund | -16.54 | -14.06 | -5.41 | 11.77 | 8.70 |
| Iifl Quant Fund | -26.27 | -21.75 | -7.90 | 18.09 | 12.94 |
| Quant Quantamental Fund | -22.76 | -23.36 | -8.65 | 18.03 | 12.76 |
| Nippon India Quant Fund | -17.04 | -15.90 | -5.54 | 14.68 | 10.30 |
| Tata Quant Fund | -19.11 | -19.69 | -6.19 | 14.24 | 10.26 |
| Axis Quant Fund | -23.10 | -22.39 | -7.60 | 14.93 | 10.86 |
Calculated On: 28 February 2025
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
0.00
|
0.03
|
0.24
|
0.42
|
-5.09
|
0.93 |
0.89
|
|
0.63
|
-5.9000
|
| Icici Prudential Quant Fund |
0.56
|
0.27
|
0.57
|
0.37
|
3.71
|
0.78 |
0.92
|
|
1.27
|
1.0200
|
| Iifl Quant Fund |
0.62
|
0.32
|
0.59
|
0.43
|
3.58
|
1.20 |
0.93
|
|
1.37
|
6.0500
|
| Quant Quantamental Fund |
0.83
|
0.43
|
0.68
|
0.42
|
8.72
|
1.10 |
0.77
|
|
1.59
|
9.8900
|
| Nippon India Quant Fund |
0.67
|
0.35
|
0.66
|
0.38
|
4.63
|
0.98 |
0.94
|
|
1.40
|
4.4300
|
| Tata Quant Fund |
0.29
|
0.16
|
0.38
|
0.39
|
-0.23
|
0.89 |
0.82
|
|
0.98
|
-1.5300
|
| Axis Quant Fund |
0.17
|
0.10
|
0.29
|
0.40
|
-2.96
|
0.98 |
0.90
|
|
0.84
|
-3.1900
|