Use Landscape Mode
Ranked On: 28 March 2024
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 | - | |
44.93% | 22.33% | 19.60% | 15.72% | 13.86% | 45.72% | 23.11% | 20.44% | 16.54% | 14.47% | 13.16% | -10.57% | -12.86% | 5.67% | 0.94 | 0.59 | 1.08 |
Icici Prudential Quant F… | - | |
36.39% | 17.17% | % | % | % | 37.16% | 17.95% | % | % | % | 10.78% | -10.28% | -12.11% | 4.03% | 0.75 | 0.46 | 0.88 |
Tata Quant Fund | - | |
29.26% | 11.75% | % | % | % | 31.21% | 13.52% | % | % | % | 11.63% | -14.86% | -15.49% | -2.48% | 0.73 | 0.14 | 0.27 |
Dsp Quant Fund | - | |
21.21% | 10.88% | % | % | % | 22.09% | 11.69% | % | % | % | 13.69% | -18.37% | -14.70% | -6.07% | 0.95 | 0.15 | 0.25 |
Return Calculated On: 17 May 2024
Ratios Calculated On: 28 March 2024
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 | 14545.2 | 13057.61 | 49068.0 | 42489.97 | ||||||||
ICICI Prudential Quant Fund | 16366.8 | 14132.4 | 57906.0 | 48647.66 | ||||||||
Iifl Quant Fund | 19528.8 | 15483.07 | ||||||||||
Quant Quantamental Fund | 19933.2 | 16014.1 | 82738.8 | 63546.52 | ||||||||
Nippon India Quant Fund | 17391.6 | 14642.39 | 65898.0 | 53191.26 | 146850.0 | 112039.92 | 233461.2 | 173923.76 | 439296.0 | 292173.36 | 579270.06 | |
Tata Quant Fund | 15511.2 | 13537.8 | 50241.6 | 46368.29 | ||||||||
Axis Quant Fund | 16498.8 | 14157.74 |
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 | 14650.8 | 13109.94 | 50155.2 | 42981.52 | ||||||||
ICICI Prudential Quant Fund | 16459.2 | 14181.62 | 59072.4 | 49152.42 | ||||||||
Iifl Quant Fund | 19760.4 | 15590.94 | ||||||||||
Quant Quantamental Fund | 20209.2 | 16136.71 | 86842.8 | 65240.5 | ||||||||
Nippon India Quant Fund | 17486.4 | 14686.42 | 67172.4 | 53702.46 | 152052.0 | 114195.0 | 245238.0 | 178754.18 | 463752.0 | 302949.6 | ||
Tata Quant Fund | 15745.2 | 13652.17 | 52671.6 | 47576.99 | ||||||||
Axis Quant Fund | 16755.6 | 14281.86 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp Quant Fund |
-14.70 | -18.37 | -6.25 | 13.69 | 9.24 |
Icici Prudential Quant Fund |
-12.11 | -10.28 | -4.73 | 10.78 | 7.70 |
Iifl Quant Fund |
|||||
Quant Quantamental Fund |
|||||
Nippon India Quant Fund |
-12.86 | -10.57 | -4.51 | 13.16 | 9.17 |
Tata Quant Fund |
-15.49 | -14.86 | -7.02 | 11.63 | 8.21 |
Axis Quant Fund |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp Quant Fund |
0.25
|
0.15
|
0.40
|
0.43
|
-6.07
|
0.95 |
0.86
|
|
0.96
|
-6.8642
|
Icici Prudential Quant Fund |
0.88
|
0.46
|
0.88
|
0.38
|
4.03
|
0.75 |
0.86
|
|
1.61
|
-0.3607
|
Iifl Quant Fund |
|
|
|
|
|
|
|
|
|
|
Quant Quantamental Fund |
|
|
|
|
|
|
|
|
|
|
Nippon India Quant Fund |
1.08
|
0.59
|
1.10
|
0.38
|
5.67
|
0.94 |
0.90
|
|
1.80
|
4.6017
|
Tata Quant Fund |
0.27
|
0.14
|
0.44
|
0.37
|
-2.48
|
0.73 |
0.70
|
|
0.97
|
-7.1798
|
Axis Quant Fund |
|
|
|
|
|
|
|
|
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
0.07%
|
1.10%
|
2.48%
|
1.66%
|
10.31%
|
21.21%
|
10.88%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
0.35%
|
2.14%
|
5.13%
|
5.85%
|
19.16%
|
36.39%
|
17.17%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
1.01%
|
3.71%
|
5.76%
|
7.02%
|
28.59%
|
62.74%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
0.76%
|
3.94%
|
3.31%
|
8.84%
|
35.45%
|
66.11%
|
31.97%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
0.43%
|
2.41%
|
3.62%
|
4.71%
|
24.45%
|
44.93%
|
22.33%
|
19.60%
|
15.72%
|
13.86%
|
%
|
Tata Quant Fund |
0.84%
|
2.40%
|
4.98%
|
5.17%
|
11.78%
|
29.26%
|
11.75%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
0.19%
|
1.75%
|
3.16%
|
2.49%
|
20.28%
|
37.49%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
0.07%
|
1.11%
|
2.54%
|
1.83%
|
10.71%
|
22.09%
|
11.69%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
0.34%
|
2.19%
|
5.22%
|
5.98%
|
19.47%
|
37.16%
|
17.95%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
1.02%
|
3.72%
|
5.88%
|
7.35%
|
29.37%
|
64.67%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
0.76%
|
3.96%
|
3.42%
|
9.18%
|
36.29%
|
68.41%
|
34.12%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
0.43%
|
2.42%
|
3.66%
|
4.83%
|
24.77%
|
45.72%
|
23.11%
|
20.44%
|
16.54%
|
14.47%
|
%
|
Tata Quant Fund |
0.84%
|
2.42%
|
5.11%
|
5.56%
|
12.63%
|
31.21%
|
13.52%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
0.18%
|
1.80%
|
3.27%
|
2.88%
|
21.18%
|
39.63%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
16.72%
|
11.06%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
34.48%
|
20.56%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
57.78%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
67.23%
|
40.61%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
43.15%
|
27.06%
|
25.25%
|
20.42%
|
16.95%
|
14.28%
|
Tata Quant Fund |
24.57%
|
17.14%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
34.91%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
17.57%
|
11.85%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
35.31%
|
21.30%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
59.69%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
69.43%
|
42.68%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
43.91%
|
27.77%
|
26.05%
|
21.19%
|
17.62%
|
%
|
Tata Quant Fund |
26.46%
|
18.97%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
37.01%
|
%
|
%
|
%
|
%
|
%
|