Dsp Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 07-03-2025
NAV ₹19.34(R) -0.25% ₹20.18(D) -0.25%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 0.28% 8.98% 13.64% -% -%
Direct 1.01% 9.78% 14.46% -% -%
Benchmark
SIP (XIRR) Regular -13.04% 6.15% 9.09% -% -%
Direct -12.38% 6.95% 9.92% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.0 0.03 0.24 -5.09% 0.0
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.34% -23.62% -17.85% 0.93 9.79%
Top Quant Fund
Fund Name Rank Rating
ICICI Prudential Quant Fund -

NAV Date: 07-03-2025

Scheme Name NAV Rupee Change Percent Change
DSP Quant Fund - Regular Plan - IDCW 16.01
-0.0400
-0.2500%
DSP Quant Fund - Direct Plan - IDCW 16.72
-0.0400
-0.2400%
DSP Quant Fund - Regular Plan - Growth 19.34
-0.0500
-0.2500%
DSP Quant Fund - Direct Plan - Growth 20.18
-0.0500
-0.2500%

Review Date: 07-03-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It captures the increment in the investment's value during the investment period, articulated as either a percentage or a monetary denomination. We carefully examined six return parameters of this fund to gauge its performance. The return parameters have been divided into three performance groups: the top 25%, parameters below the top 25% but exceeding the average, and parameters below the average mark. Please find the detailed analysis below.
    1. Top 25%: Two return parameters of the Dsp Quant Fund are in the top 25% in the category, as listed below:
      • 3M Return %
      • 6M Return %
    2. Above Average Below the Top 25%: The Dsp Quant Fund has two return parameters in the category, which are above average but below the top 25%, as listed below:
      • 1M Return %
      • 1Y Return %
    3. Below Average: Two return parameters of the fund are below average in the category, which are listed below:
      • 5Y Return %
      • 3Y Return %
  2. Risk: It refers to the chance of suffering a financial loss or not reaching the expected profits due to a variety of circumstances. Two risk parameters of the fund are divided into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: one risk parameter in the lowest 25% in the category, which is listed below.
      • 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 9.79 %.
    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:
      • 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 14.34 %.
    3. Above Average: Dsp Quant Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For Dsp Quant Fund, we have evaluated four risk-adjusted performance parameters.
    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 0.0 compared to the category average of 0.45.
      • Sterling Ratio: Dsp Quant Fund has a Sterling Ratio of 0.24 compared to the category average of 0.49.
      • Sortino Ratio: Dsp Quant Fund has a Sortino Ratio of 0.03 compared to the category average of 0.24.
      • Treynor Ratio: Dsp Quant Fund has a Treynor Ratio of 0.0 compared to the category average of 0.07.


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.


Date Dsp Quant Fund NAV Regular Growth Dsp Quant Fund NAV Direct Growth
07-03-2025 19.341 20.178
06-03-2025 19.39 20.228
05-03-2025 19.257 20.09
04-03-2025 18.937 19.755
03-03-2025 19.059 19.882
28-02-2025 19.021 19.841
27-02-2025 19.436 20.274
25-02-2025 19.408 20.244
24-02-2025 19.478 20.316
21-02-2025 19.674 20.52
20-02-2025 19.839 20.691
19-02-2025 19.785 20.635
18-02-2025 19.765 20.613
17-02-2025 19.751 20.598
14-02-2025 19.711 20.556
13-02-2025 19.909 20.762
12-02-2025 19.921 20.773
11-02-2025 19.974 20.828
10-02-2025 20.388 21.259
07-02-2025 20.554 21.431

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.