The average 1 year return of Quant Mutual Funds is 20.12 % for regular funds and 21.28 % for direct funds. The average 3 year return is 18.52 % for regular funds and 19.86 % for direct funds. The average 1 year SIP return is -37.2 % for regular funds and -36.52 % for direct funds. The average 3 year SIP return is 16.2 % for regular funds and 17.37 % for direct funds. The average Sharpe Ratio is 0.67 and the average Standard Deviation is 13.74%.
Find the best Quant Mutual Funds for November 2024. Dive into detailed performance metrics, historical data, and comprehensive insights to help you make informed investment decisions.
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nippon India Quant Fund | |
23.95% | 22.19% | 21.50% | 15.40% | 13.20% | 24.60% | 22.90% | 22.32% | 16.20% | 13.80% | 13.62% | -10.57% | -13.14% | 6.28% | 0.98 | 0.55 | 1.02 | |
| Quant Quantamental Fund | |
20.24% | 27.18% | % | % | % | 21.82% | 29.15% | % | % | % | 16.94% | -10.42% | -21.63% | 9.12% | 1.08 | 0.60 | 1.12 | |
| Icici Prudential Quant Fund | |
22.62% | 16.65% | % | % | % | 23.31% | 17.38% | % | % | % | 11.11% | -9.66% | -12.65% | 3.62% | 0.79 | 0.38 | 0.78 | |
| Axis Quant Fund | |
16.42% | 14.83% | % | % | % | 18.13% | 16.66% | % | % | % | 13.28% | -14.49% | -14.91% | -0.51% | 0.93 | 0.27 | 0.51 | |
| Tata Quant Fund | |
13.44% | 15.23% | % | % | % | 15.18% | 17.11% | % | % | % | 13.43% | -11.38% | -17.07% | -0.10% | 0.89 | 0.25 | 0.49 | |
| Dsp Quant Fund | |
13.36% | 8.84% | 14.26% | % | % | 14.18% | 9.63% | 15.09% | % | % | 14.06% | -18.22% | -19.03% | -6.63% | 0.97 | 0.08 | 0.11 |
Return Calculated On: 20 December 2024
Ratios Calculated On: 29 November 2024
Performance Indicators
LumpSum Investment Value Chart
SIP vs Lumpsum Investment (R) Chart
SIP vs Lumpsum Investment (D) Chart
| Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
| Dsp Quant Fund | 13,603.20 | 9,260.41 | 46,418.40 | 40,532.58 | 116,850.00 | 81,548.10 | ||||||
| ICICI Prudential Quant Fund | 14,714.40 | 9,545.20 | 57,135.60 | 45,273.20 | ||||||||
| iifl quant fund | 15,272.40 | 9,433.49 | 69,804.00 | 51,617.05 | ||||||||
| Kotak Quant Fund | 14,839.20 | |||||||||||
| Motilal Oswal Quant Fund | ||||||||||||
| quant Quantamental Fund | 14,428.80 | 74,048.40 | ||||||||||
| Nippon India Quant Fund | 14,874.00 | 9,541.27 | 65,671.20 | 48,643.09 | 158,886.00 | 105,708.90 | 228,933.60 | 171,544.38 | 414,684.00 | 293,259.72 | 1,099,026.00 | 595,481.22 |
| Tata Quant Fund | 13,612.80 | 9,279.97 | 55,087.20 | 43,330.68 | ||||||||
| Axis Quant Fund | 13,970.40 | 54,511.20 | ||||||||||
| Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
| Dsp Quant Fund | 13,701.60 | 9,297.91 | 47,440.80 | 41,039.35 | 121,158.00 | 83,311.32 | ||||||
| ICICI Prudential Quant Fund | 14,797.20 | 9,578.87 | 58,222.80 | 45,770.33 | ||||||||
| iifl quant fund | 15,476.40 | 9,508.09 | 72,381.60 | 52,796.84 | ||||||||
| Kotak Quant Fund | 14,882.40 | |||||||||||
| Motilal Oswal Quant Fund | ||||||||||||
| quant Quantamental Fund | 14,618.40 | 77,544.00 | ||||||||||
| Nippon India Quant Fund | 14,952.00 | 9,570.32 | 66,837.60 | 49,123.48 | 164,274.00 | 107,725.68 | 240,214.80 | 176,328.10 | 437,316.00 | 304,432.20 | ||
| Tata Quant Fund | 13,821.60 | 9,360.11 | 57,826.80 | 44,541.04 | ||||||||
| Axis Quant Fund | 14,175.60 | 57,153.60 | ||||||||||
| Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|---|---|---|---|---|
| Dsp Quant Fund |
-19.03 | -18.22 | -6.29 | 14.06 | 9.65 |
| Icici Prudential Quant Fund |
-12.65 | -9.66 | -4.91 | 11.11 | 8.16 |
| Quant Quantamental Fund |
-21.63 | -10.42 | -5.36 | 16.94 | 11.95 |
| Nippon India Quant Fund |
-13.14 | -10.57 | -4.06 | 13.62 | 9.52 |
| Tata Quant Fund |
-17.07 | -11.38 | -4.88 | 13.43 | 9.56 |
| Axis Quant Fund |
-14.91 | -14.49 | -6.57 | 13.28 | 9.32 |
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
0.11
|
0.08
|
0.30
|
0.42
|
-6.63
|
0.97 |
0.86
|
|
0.75
|
-7.0700
|
| Icici Prudential Quant Fund |
0.78
|
0.38
|
0.82
|
0.39
|
3.62
|
0.79 |
0.92
|
|
1.45
|
0.5000
|
| Quant Quantamental Fund |
1.12
|
0.60
|
1.32
|
0.40
|
9.12
|
1.08 |
0.74
|
|
1.80
|
10.4200
|
| Nippon India Quant Fund |
1.02
|
0.55
|
1.05
|
0.39
|
6.28
|
0.98 |
0.94
|
|
1.70
|
6.0100
|
| Tata Quant Fund |
0.49
|
0.25
|
0.64
|
0.41
|
-0.10
|
0.89 |
0.79
|
|
1.15
|
-1.7800
|
| Axis Quant Fund |
0.51
|
0.27
|
0.57
|
0.39
|
-0.51
|
0.93 |
0.89
|
|
1.18
|
-1.5100
|
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-1.55%
|
-4.34%
|
0.65%
|
-9.43%
|
2.06%
|
13.36%
|
8.84%
|
14.26%
|
%
|
%
|
%
|
| ICICI Prudential Quant Fund |
-1.72%
|
-3.56%
|
2.31%
|
-6.59%
|
3.04%
|
22.62%
|
16.65%
|
%
|
%
|
%
|
%
|
| iifl quant fund |
-2.19%
|
-3.77%
|
2.37%
|
-8.85%
|
-1.02%
|
27.27%
|
24.70%
|
%
|
%
|
%
|
%
|
| Kotak Quant Fund |
-1.73%
|
-3.86%
|
1.03%
|
-8.60%
|
-4.62%
|
23.66%
|
%
|
%
|
%
|
%
|
%
|
| Motilal Oswal Quant Fund |
-2.48%
|
-3.29%
|
2.11%
|
-4.93%
|
3.32%
|
%
|
%
|
%
|
%
|
%
|
%
|
| quant Quantamental Fund |
-1.63%
|
-5.12%
|
1.47%
|
-13.41%
|
-11.17%
|
20.24%
|
27.18%
|
%
|
%
|
%
|
%
|
| Nippon India Quant Fund |
-1.99%
|
-4.51%
|
2.26%
|
-5.64%
|
3.28%
|
23.95%
|
22.19%
|
21.50%
|
15.40%
|
13.20%
|
12.82%
|
| Tata Quant Fund |
-1.88%
|
-4.11%
|
2.58%
|
-9.32%
|
0.74%
|
13.44%
|
15.23%
|
%
|
%
|
%
|
%
|
| Axis Quant Fund |
-1.72%
|
-3.49%
|
1.91%
|
-9.03%
|
-1.23%
|
16.42%
|
14.83%
|
%
|
%
|
%
|
%
|
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-1.55%
|
-4.33%
|
0.71%
|
-9.27%
|
2.43%
|
14.18%
|
9.63%
|
15.09%
|
%
|
%
|
%
|
| ICICI Prudential Quant Fund |
-1.72%
|
-3.51%
|
2.39%
|
-6.43%
|
3.39%
|
23.31%
|
17.38%
|
%
|
%
|
%
|
%
|
| iifl quant fund |
-2.19%
|
-3.74%
|
2.48%
|
-8.54%
|
-0.33%
|
28.97%
|
26.21%
|
%
|
%
|
%
|
%
|
| Kotak Quant Fund |
-1.73%
|
-3.85%
|
1.05%
|
-8.56%
|
-4.43%
|
24.02%
|
%
|
%
|
%
|
%
|
%
|
| Motilal Oswal Quant Fund |
-2.48%
|
-3.28%
|
2.13%
|
-4.87%
|
3.45%
|
%
|
%
|
%
|
%
|
%
|
%
|
| quant Quantamental Fund |
-1.62%
|
-5.10%
|
1.58%
|
-13.11%
|
-10.56%
|
21.82%
|
29.15%
|
%
|
%
|
%
|
%
|
| Nippon India Quant Fund |
-1.99%
|
-4.50%
|
2.31%
|
-5.50%
|
3.56%
|
24.60%
|
22.90%
|
22.32%
|
16.20%
|
13.80%
|
%
|
| Tata Quant Fund |
-1.87%
|
-4.08%
|
2.70%
|
-8.98%
|
1.50%
|
15.18%
|
17.11%
|
%
|
%
|
%
|
%
|
| Axis Quant Fund |
-1.74%
|
-3.48%
|
2.05%
|
-8.68%
|
-0.47%
|
18.13%
|
16.66%
|
%
|
%
|
%
|
%
|
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-39.21%
|
7.84%
|
12.21%
|
%
|
%
|
%
|
| ICICI Prudential Quant Fund |
-35.43%
|
15.43%
|
%
|
%
|
%
|
%
|
| iifl quant fund |
-36.92%
|
24.81%
|
%
|
%
|
%
|
%
|
| Kotak Quant Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| Motilal Oswal Quant Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| quant Quantamental Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| Nippon India Quant Fund |
-35.48%
|
20.51%
|
22.81%
|
20.02%
|
17.01%
|
14.59%
|
| Tata Quant Fund |
-38.95%
|
12.39%
|
%
|
%
|
%
|
%
|
| Axis Quant Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Dsp Quant Fund |
-38.71%
|
8.68%
|
13.07%
|
%
|
%
|
%
|
| ICICI Prudential Quant Fund |
-34.98%
|
16.20%
|
%
|
%
|
%
|
%
|
| iifl quant fund |
-35.93%
|
26.46%
|
%
|
%
|
%
|
%
|
| Kotak Quant Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| Motilal Oswal Quant Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| quant Quantamental Fund |
%
|
%
|
%
|
%
|
%
|
%
|
| Nippon India Quant Fund |
-35.09%
|
21.22%
|
23.60%
|
20.79%
|
17.71%
|
%
|
| Tata Quant Fund |
-37.89%
|
14.30%
|
%
|
%
|
%
|
%
|
| Axis Quant Fund |
%
|
%
|
%
|
%
|
%
|
%
|