Dsp Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹20.98(R) -1.55% ₹21.85(D) -1.55%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 13.36% 8.84% 14.26% -% -%
LumpSum (D) 14.18% 9.63% 15.09% -% -%
SIP (R) -39.21% 7.84% 12.21% -% -%
SIP (D) -38.71% 8.68% 13.07% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.11 0.08 0.3 -6.63% 0.02
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.06% -19.03% -18.22% 0.97 9.65%

No data available

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
DSP Quant Fund - Regular Plan - IDCW 18.91
-0.3000
-1.5500%
DSP Quant Fund - Direct Plan - IDCW 19.76
-0.3100
-1.5400%
DSP Quant Fund - Regular Plan - Growth 20.98
-0.3300
-1.5500%
DSP Quant Fund - Direct Plan - Growth 21.85
-0.3400
-1.5500%

Review Date: 20-12-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It denotes the rise in the investment's worth during the investment period, expressed as a percentage or a monetary value. As part of our analysis, we evaluated six return parameters of this fund. We have classified the return parameters into three performance groups: the top 25%, parameters that fall below the top 25% but remain above average, and parameters that are below average. The performance of each parameter is outlined below.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: One return parameter of the Dsp Quant Fund is above average but below the top 25% in the category, as listed below:
      • 6M Return %
    3. Below Average: Dsp Quant Fund has five return parameters that are below average in the category, which are listed below:
      • 5Y Return %
      • 1Y Return %
      • 3Y Return %
      • 1M Return %
      • 3M Return %
  2. Risk: It is defined as the prospect of not attaining expected yields or enduring financial setbacks due to numerous causes. For Dsp Quant Fund, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: Dsp Quant Fund does not have any risk parameters in the lowest 25% of the category. It means high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: Dsp Quant Fund has one risk parameter that is below average but above the lowest 25% in the category. These are:
      • 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. The semi-deviation of the fund is 9.65 %.
    3. Above Average: Dsp Quant Fund has one parameter that is above average which is listed below:
      • 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 standard deviation of the fund is 14.06 %.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.
    3. Below Average Risk Adjusted Performance Parameters: Dsp Quant Fund has four risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: Dsp Quant Fund has a Sharpe Ratio of 0.11 compared to the category average of 0.67.
      • Sterling Ratio: Dsp Quant Fund has a Sterling Ratio of 0.3 compared to the category average of 0.78.
      • Sortino Ratio: Dsp Quant Fund has a Sortino Ratio of 0.08 compared to the category average of 0.35.
      • Treynor Ratio: Dsp Quant Fund has a Treynor Ratio of 0.02 compared to the category average of 0.1.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.65
1.86
0.65 | 2.58 9 | 9 Average
3M Return % -9.43
-8.42
-13.41 | -4.93 8 | 9 Average
6M Return % 2.06
-0.62
-11.17 | 3.32 4 | 9 Good
1Y Return % 13.36
20.12
13.36 | 27.27 8 | 8 Poor
3Y Return % 8.84
18.52
8.84 | 27.18 7 | 7 Poor
5Y Return % 14.26
17.88
14.26 | 21.50 2 | 2 Good
1Y SIP Return % -39.21
-37.20
-39.21 | -35.43 5 | 5 Average
3Y SIP Return % 7.84
16.20
7.84 | 24.81 5 | 5 Average
5Y SIP Return % 12.21
17.51
12.21 | 22.81 2 | 2 Good
Standard Deviation 14.06
13.74
11.11 | 16.94 5 | 6 Average
Semi Deviation 9.65
9.70
8.16 | 11.95 5 | 6 Average
Max Drawdown % -18.22
-12.46
-18.22 | -9.66 6 | 6 Average
VaR 1 Y % -19.03
-16.40
-21.63 | -12.65 5 | 6 Average
Average Drawdown % -6.29
-5.35
-6.57 | -4.06 5 | 6 Average
Sharpe Ratio 0.11
0.67
0.11 | 1.12 6 | 6 Average
Sterling Ratio 0.30
0.78
0.30 | 1.32 6 | 6 Average
Sortino Ratio 0.08
0.35
0.08 | 0.60 6 | 6 Average
Jensen Alpha % -6.63
1.96
-6.63 | 9.12 6 | 6 Average
Treynor Ratio 0.02
0.10
0.02 | 0.18 6 | 6 Average
Modigliani Square Measure % 8.13
16.37
8.13 | 21.55 6 | 6 Average
Alpha % -7.07
1.09
-7.07 | 10.42 6 | 6 Average
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.71 1.93 0.71 | 2.70 9 | 9
3M Return % -9.27 -8.22 -13.11 | -4.87 8 | 9
6M Return % 2.43 -0.16 -10.56 | 3.56 4 | 9
1Y Return % 14.18 21.28 14.18 | 28.97 8 | 8
3Y Return % 9.63 19.86 9.63 | 29.15 7 | 7
5Y Return % 15.09 18.70 15.09 | 22.32 2 | 2
1Y SIP Return % -38.71 -36.52 -38.71 | -34.98 5 | 5
3Y SIP Return % 8.68 17.37 8.68 | 26.46 5 | 5
5Y SIP Return % 13.07 18.34 13.07 | 23.60 2 | 2
Standard Deviation 14.06 13.74 11.11 | 16.94 5 | 6
Semi Deviation 9.65 9.70 8.16 | 11.95 5 | 6
Max Drawdown % -18.22 -12.46 -18.22 | -9.66 6 | 6
VaR 1 Y % -19.03 -16.40 -21.63 | -12.65 5 | 6
Average Drawdown % -6.29 -5.35 -6.57 | -4.06 5 | 6
Sharpe Ratio 0.11 0.67 0.11 | 1.12 6 | 6
Sterling Ratio 0.30 0.78 0.30 | 1.32 6 | 6
Sortino Ratio 0.08 0.35 0.08 | 0.60 6 | 6
Jensen Alpha % -6.63 1.96 -6.63 | 9.12 6 | 6
Treynor Ratio 0.02 0.10 0.02 | 0.18 6 | 6
Modigliani Square Measure % 8.13 16.37 8.13 | 21.55 6 | 6
Alpha % -7.07 1.09 -7.07 | 10.42 6 | 6
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.55 ₹ 9,845.00 -1.55 ₹ 9,845.00
1W -4.34 ₹ 9,566.00 -4.33 ₹ 9,567.00
1M 0.65 ₹ 10,065.00 0.71 ₹ 10,071.00
3M -9.43 ₹ 9,057.00 -9.27 ₹ 9,073.00
6M 2.06 ₹ 10,206.00 2.43 ₹ 10,243.00
1Y 13.36 ₹ 11,336.00 14.18 ₹ 11,418.00
3Y 8.84 ₹ 12,894.00 9.63 ₹ 13,178.00
5Y 14.26 ₹ 19,475.00 15.09 ₹ 20,193.00
7Y ₹ ₹
10Y ₹ ₹
15Y ₹ ₹

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 -39.21 ₹ 9,260.41 -38.71 ₹ 9,297.91
3Y ₹ 36000 7.84 ₹ 40,532.58 8.68 ₹ 41,039.35
5Y ₹ 60000 12.21 ₹ 81,548.10 13.07 ₹ 83,311.32
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Dsp Quant Fund NAV Regular Growth Dsp Quant Fund NAV Direct Growth
20-12-2024 20.975 21.849
19-12-2024 21.305 22.193
18-12-2024 21.469 22.363
17-12-2024 21.576 22.474
16-12-2024 21.892 22.803
13-12-2024 21.927 22.838
12-12-2024 21.838 22.744
11-12-2024 21.897 22.806
10-12-2024 21.785 22.688
09-12-2024 21.714 22.614
06-12-2024 21.76 22.66
05-12-2024 21.81 22.713
04-12-2024 21.694 22.59
03-12-2024 21.612 22.505
02-12-2024 21.499 22.387
29-11-2024 21.39 22.272
28-11-2024 21.266 22.143
27-11-2024 21.519 22.406
26-11-2024 21.472 22.356
25-11-2024 21.459 22.342
22-11-2024 21.209 22.081
21-11-2024 20.839 21.695

Fund Launch Date: 20/May/2019
Fund Category: Quant Fund
Investment Objective: The investment objective of the Scheme is to deliver superior returns as compared to the underlying benchmark over the medium to long term through investing in equity and equity related securities. The portfolio of stocks will be selected, weighed and rebalanced using stock screeners, factor based scoring and an optimization formula which aims to enhance portfolio exposures to factors representing good investing principles ™ such as growth, value and quality within risk constraints.
Fund Description: An Open ended equity Scheme investing based on a quant model theme
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet

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