The 5 star rating shows an excellent past performance of the ICICI Prudential Quant Fund in Quant Fund. The ICICI Prudential Quant Fund has a Jensen Alpha of 3.43% which is higher than the category average of 1.16%. Here the ICICI Prudential Quant Fund has shown good performance in terms of risk adjusted returns. The ICICI Prudential Quant Fund has a Sharpe Ratio of 0.6 which is higher than the category average of 0.49. Here the ICICI Prudential Quant Fund has shown good performance in terms of risk adjusted returns. Read Full Review
The 5 star rating shows an excellent past performance of the Nippon India Quant Fund in Quant Fund. The Nippon India Quant Fund has a Jensen Alpha of 3.9% which is higher than the category average of 1.16%. Here the Nippon India Quant Fund has shown very good performance in terms of risk adjusted returns. The Nippon India Quant Fund has a Sharpe Ratio of 0.68 which is higher than the category average of 0.49. Here the Nippon India Quant Fund has shown good performance in terms of risk adjusted returns. Read Full Review
The 4 star rating shows a very good past performance of the iifl quant fund in Sectoral/ Thematic Fund. The iifl quant fund has a Jensen Alpha of 3.6% which is higher than the category average of 1.16%. Here the iifl quant fund has shown good performance in terms of risk adjusted returns. The iifl quant fund has a Sharpe Ratio of 0.69 which is higher than the category average of 0.49. Here the iifl quant fund has shown very good performance in terms of risk adjusted returns. Read Full Review
The quant Quantamental Fund has shown a poor past performence in Quant Fund. The quant Quantamental Fund has a Jensen Alpha of 5.15% which is higher than the category average of 1.16%. Here the quant Quantamental Fund has shown very good performance in terms of risk adjusted returns. The quant Quantamental Fund has a Sharpe Ratio of 0.72 which is higher than the category average of 0.49. Here the quant Quantamental Fund has shown very good performance in terms of risk adjusted returns. Read Full Review
The 1 star rating shows a very poor past performance of the Dsp Quant Fund in Quant Fund. The Dsp Quant Fund has a Jensen Alpha of -5.71% which is lower than the category average of 1.16%, reflecting poor performance. The Dsp Quant Fund has a Sharpe Ratio of 0.03 which is lower than the category average of 0.49, showing poor performance. Read Full Review
The 1 star rating shows a very poor past performance of the Axis Quant Fund in Quant Fund. The Axis Quant Fund has a Jensen Alpha of -3.42% which is lower than the category average of 1.16%, reflecting poor performance. The Axis Quant Fund has a Sharpe Ratio of 0.22 which is lower than the category average of 0.49, showing poor performance. Read Full Review
| 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 |
|---|
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| |
% | 12.69% | % | % | % | % | 13.40% | % | % | % | 12.28% | -14.06% | -16.54% | 3.43% | 0.79 | 0.29 | 0.60 | ||
| |
% | 16.27% | 24.80% | 14.44% | 11.86% | % | 16.93% | 25.61% | 15.22% | 12.45% | 15.07% | -15.90% | -17.04% | 3.90% | 0.98 | 0.36 | 0.68 | ||
| |
% | 18.53% | % | % | % | % | 20.00% | % | % | % | 18.66% | -21.75% | -26.27% | 3.60% | 1.21 | 0.36 | 0.69 | ||
| |
% | 17.14% | % | % | % | % | 18.91% | % | % | % | 16.98% | -23.36% | -22.76% | 5.15% | 1.04 | 0.36 | 0.72 | ||
| |
% | 5.75% | 16.83% | % | % | % | 6.52% | 17.69% | % | % | 14.54% | -17.85% | -23.62% | -5.71% | 0.92 | 0.04 | 0.03 | ||
| |
% | 8.91% | % | % | % | % | 10.60% | % | % | % | 15.31% | -22.39% | -23.10% | -3.42% | 0.98 | 0.12 | 0.22 |
Return Calculated On: 11 April 2025 | Ratios Calculated On: 28 March 2025
As On: 11 April 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
1.88
|
-0.02
|
0.19
|
-4.68
|
-13.97
|
|
5.75
|
16.83
|
|
|
|
| ICICI Prudential Quant Fund |
1.81
|
0.00
|
1.02
|
-1.28
|
-9.00
|
|
12.69
|
|
|
|
|
| iifl quant fund |
1.86
|
0.13
|
4.34
|
0.22
|
-13.10
|
|
18.53
|
|
|
|
|
| Kotak Quant Fund |
2.04
|
0.68
|
4.02
|
-0.54
|
-15.46
|
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
3.03
|
-1.07
|
1.05
|
-11.36
|
-22.33
|
|
|
|
|
|
|
| quant Quantamental Fund |
1.84
|
-0.63
|
1.49
|
-3.56
|
-16.78
|
|
17.14
|
|
|
|
|
| Nippon India Quant Fund |
2.07
|
-0.06
|
2.58
|
-0.31
|
-9.98
|
|
16.27
|
24.80
|
14.44
|
11.86
|
11.88
|
| Axis Quant Fund |
1.72
|
-0.84
|
2.16
|
-7.43
|
-18.43
|
|
8.91
|
|
|
|
|
| Nifty 500 Total Return Index |
1.95
|
-0.25
|
2.23
|
-2.12
|
-11.81
|
|
11.74
|
24.27
|
13.48
|
12.27
|
12.14
|
As On: 11 April 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| iifl quant fund |
1.87
|
0.16
|
4.46
|
0.54
|
-12.51
|
|
20.00
|
|
|
|
|
| Dsp Quant Fund |
1.89
|
0.00
|
0.25
|
-4.51
|
-13.65
|
|
6.52
|
17.69
|
|
|
|
| ICICI Prudential Quant Fund |
1.81
|
0.05
|
1.04
|
-1.15
|
-8.73
|
|
13.40
|
|
|
|
|
| Kotak Quant Fund |
2.04
|
0.68
|
4.04
|
-0.48
|
-15.37
|
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
3.03
|
-1.06
|
1.08
|
-11.31
|
-22.23
|
|
|
|
|
|
|
| quant Quantamental Fund |
1.85
|
-0.60
|
1.62
|
-3.22
|
-16.19
|
|
18.91
|
|
|
|
|
| Nippon India Quant Fund |
2.07
|
-0.06
|
2.62
|
-0.18
|
-9.74
|
|
16.93
|
25.61
|
15.22
|
12.45
|
|
| Axis Quant Fund |
1.75
|
-0.79
|
2.30
|
-7.08
|
-17.80
|
|
10.60
|
|
|
|
|
| Nifty 500 Total Return Index |
1.95
|
-0.25
|
2.23
|
-2.12
|
-11.81
|
|
11.74
|
24.27
|
13.48
|
12.27
|
12.14
|
As On: 11 April 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-26.54
|
4.15
|
8.01
|
|
|
|
| ICICI Prudential Quant Fund |
-20.29
|
12.66
|
|
|
|
|
| iifl quant fund |
-23.85
|
18.74
|
|
|
|
|
| Kotak Quant Fund |
-26.05
|
|
|
|
|
|
| Motilal Oswal Quant Fund |
|
|
|
|
|
|
| quant Quantamental Fund |
-33.28
|
12.60
|
|
|
|
|
| Nippon India Quant Fund |
-21.28
|
15.30
|
18.37
|
17.52
|
15.22
|
13.39
|
| Axis Quant Fund |
-32.33
|
5.57
|
|
|
|
|
As On: 11 April 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Motilal Oswal Quant Fund |
|
|
|
|
|
|
| Dsp Quant Fund |
-26.02
|
4.95
|
8.84
|
|
|
|
| ICICI Prudential Quant Fund |
-19.84
|
13.37
|
|
|
|
|
| iifl quant fund |
-22.86
|
20.34
|
|
|
|
|
| Kotak Quant Fund |
-25.86
|
|
|
|
|
|
| quant Quantamental Fund |
-32.39
|
14.36
|
|
|
|
|
| Nippon India Quant Fund |
-20.87
|
15.96
|
19.11
|
18.28
|
15.92
|
|
| Axis Quant Fund |
-31.31
|
7.33
|
|
|
|
|
Calculated On: 28 March 2025
| Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|---|---|---|---|---|
| Dsp Quant Fund | -23.62 | -17.85 | -7.48 | 14.54 | 9.93 |
| Icici Prudential Quant Fund | -16.54 | -14.06 | -6.33 | 12.28 | 8.99 |
| Iifl Quant Fund | -26.27 | -21.75 | -7.95 | 18.66 | 13.20 |
| Quant Quantamental Fund | -22.76 | -23.36 | -8.69 | 16.98 | 12.37 |
| Nippon India Quant Fund | -17.04 | -15.90 | -5.68 | 15.07 | 10.53 |
| Axis Quant Fund | -23.10 | -22.39 | -9.08 | 15.31 | 11.07 |
Calculated On: 28 March 2025
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
0.03
|
0.04
|
0.26
|
0.41
|
-5.71
|
0.92 |
0.88
|
|
0.66
|
-6.7500
|
| Icici Prudential Quant Fund |
0.60
|
0.29
|
0.60
|
0.36
|
3.43
|
0.79 |
0.91
|
|
1.33
|
0.6600
|
| Iifl Quant Fund |
0.69
|
0.36
|
0.64
|
0.42
|
3.60
|
1.21 |
0.93
|
|
1.45
|
6.4400
|
| Quant Quantamental Fund |
0.72
|
0.36
|
0.59
|
0.38
|
5.15
|
1.04 |
0.83
|
|
1.48
|
5.7300
|
| Nippon India Quant Fund |
0.68
|
0.36
|
0.68
|
0.38
|
3.90
|
0.98 |
0.93
|
|
1.43
|
3.6800
|
| Axis Quant Fund |
0.22
|
0.12
|
0.32
|
0.39
|
-3.42
|
0.98 |
0.90
|
|
0.90
|
-3.6500
|